NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 21-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	21-Dec-2009	Change	Change %	Previous Week
Open	5.766	5.798	0.032	0.6%	5.235
High	5.926	5.929	0.003	0.1%	5.926
Low	5.727	5.625	-0.102	-1.8%	5.191
Close	5.782	5.669	-0.113	-2.0%	5.782
Range	0.199	0.304	0.105	52.8%	0.735
ATR	0.273	0.276	0.002	0.8%	0.000
Volume	157,399	103,924	-53,475	-34.0%	689,346

Daily Pivots for day following 21-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.653	6.465	5.836
R3	6.349	6.161	5.753
R2	6.045	6.045	5.725
R1	5.857	5.857	5.697	5.799
PP	5.741	5.741	5.741	5.712
S1	5.553	5.553	5.641	5.495
S2	5.437	5.437	5.613
S3	5.133	5.249	5.585
S4	4.829	4.945	5.502

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.838	7.545	6.186
R3	7.103	6.810	5.984
R2	6.368	6.368	5.917
R1	6.075	6.075	5.849	6.222
PP	5.633	5.633	5.633	5.706
S1	5.340	5.340	5.715	5.487
S2	4.898	4.898	5.647
S3	4.163	4.605	5.580
S4	3.428	3.870	5.378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.929	5.314	0.615	10.8%	0.266	4.7%	58%	True	False	130,651
10	5.929	4.837	1.092	19.3%	0.286	5.0%	76%	True	False	150,457
20	5.929	4.432	1.497	26.4%	0.291	5.1%	83%	True	False	125,192
40	5.929	4.432	1.497	26.4%	0.256	4.5%	83%	True	False	87,167
60	6.266	4.432	1.834	32.4%	0.251	4.4%	67%	False	False	66,978
80	6.266	4.432	1.834	32.4%	0.245	4.3%	67%	False	False	54,250
100	6.266	4.432	1.834	32.4%	0.226	4.0%	67%	False	False	45,130
120	6.266	4.432	1.834	32.4%	0.213	3.8%	67%	False	False	38,726

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.063
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.221
2.618	6.725
1.618	6.421
1.000	6.233
0.618	6.117
HIGH	5.929
0.618	5.813
0.500	5.777
0.382	5.741
LOW	5.625
0.618	5.437
1.000	5.321
1.618	5.133
2.618	4.829
4.250	4.333

Fisher Pivots for day following 21-Dec-2009
Pivot	1 day	3 day
R1	5.777	5.692
PP	5.741	5.684
S1	5.705	5.677

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols