NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 5.534 5.449 -0.085 -1.5% 5.677
High 5.611 5.565 -0.046 -0.8% 6.027
Low 5.350 5.327 -0.023 -0.4% 5.574
Close 5.432 5.552 0.120 2.2% 5.712
Range 0.261 0.238 -0.023 -8.8% 0.453
ATR 0.276 0.274 -0.003 -1.0% 0.000
Volume 46,022 62,121 16,099 35.0% 205,216
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.195 6.112 5.683
R3 5.957 5.874 5.617
R2 5.719 5.719 5.596
R1 5.636 5.636 5.574 5.678
PP 5.481 5.481 5.481 5.502
S1 5.398 5.398 5.530 5.440
S2 5.243 5.243 5.508
S3 5.005 5.160 5.487
S4 4.767 4.922 5.421
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.130 6.874 5.961
R3 6.677 6.421 5.837
R2 6.224 6.224 5.795
R1 5.968 5.968 5.754 6.096
PP 5.771 5.771 5.771 5.835
S1 5.515 5.515 5.670 5.643
S2 5.318 5.318 5.629
S3 4.865 5.062 5.587
S4 4.412 4.609 5.463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.027 5.327 0.700 12.6% 0.285 5.1% 32% False True 51,550
10 6.027 5.327 0.700 12.6% 0.263 4.7% 32% False True 36,596
20 6.027 5.303 0.724 13.0% 0.245 4.4% 34% False False 33,602
40 6.027 4.550 1.477 26.6% 0.250 4.5% 68% False False 28,902
60 6.242 4.550 1.692 30.5% 0.234 4.2% 59% False False 22,578
80 6.242 4.550 1.692 30.5% 0.226 4.1% 59% False False 18,670
100 6.242 4.550 1.692 30.5% 0.217 3.9% 59% False False 15,967
120 6.242 4.550 1.692 30.5% 0.203 3.7% 59% False False 13,790
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 0.065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.577
2.618 6.188
1.618 5.950
1.000 5.803
0.618 5.712
HIGH 5.565
0.618 5.474
0.500 5.446
0.382 5.418
LOW 5.327
0.618 5.180
1.000 5.089
1.618 4.942
2.618 4.704
4.250 4.316
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 5.517 5.569
PP 5.481 5.563
S1 5.446 5.558

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

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