NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 5.844 5.752 -0.092 -1.6% 5.798
High 5.926 6.006 0.080 1.3% 5.929
Low 5.600 5.752 0.152 2.7% 5.531
Close 5.643 5.990 0.347 6.1% 5.643
Range 0.326 0.254 -0.072 -22.1% 0.398
ATR 0.275 0.282 0.006 2.3% 0.000
Volume 71,002 44,504 -26,498 -37.3% 344,516
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.678 6.588 6.130
R3 6.424 6.334 6.060
R2 6.170 6.170 6.037
R1 6.080 6.080 6.013 6.125
PP 5.916 5.916 5.916 5.939
S1 5.826 5.826 5.967 5.871
S2 5.662 5.662 5.943
S3 5.408 5.572 5.920
S4 5.154 5.318 5.850
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.895 6.667 5.862
R3 6.497 6.269 5.752
R2 6.099 6.099 5.716
R1 5.871 5.871 5.679 5.786
PP 5.701 5.701 5.701 5.659
S1 5.473 5.473 5.607 5.388
S2 5.303 5.303 5.570
S3 4.905 5.075 5.534
S4 4.507 4.677 5.424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.006 5.531 0.475 7.9% 0.274 4.6% 97% True False 77,804
10 6.006 5.191 0.815 13.6% 0.262 4.4% 98% True False 107,836
20 6.006 4.432 1.574 26.3% 0.279 4.7% 99% True False 121,418
40 6.006 4.432 1.574 26.3% 0.260 4.3% 99% True False 91,911
60 6.266 4.432 1.834 30.6% 0.253 4.2% 85% False False 70,646
80 6.266 4.432 1.834 30.6% 0.251 4.2% 85% False False 57,274
100 6.266 4.432 1.834 30.6% 0.227 3.8% 85% False False 47,583
120 6.266 4.432 1.834 30.6% 0.219 3.6% 85% False False 40,902
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.061
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.086
2.618 6.671
1.618 6.417
1.000 6.260
0.618 6.163
HIGH 6.006
0.618 5.909
0.500 5.879
0.382 5.849
LOW 5.752
0.618 5.595
1.000 5.498
1.618 5.341
2.618 5.087
4.250 4.673
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 5.953 5.927
PP 5.916 5.865
S1 5.879 5.802

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

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