NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 5.721 5.572 -0.149 -2.6% 5.534
High 5.769 5.707 -0.062 -1.1% 5.769
Low 5.458 5.500 0.042 0.8% 5.327
Close 5.570 5.671 0.101 1.8% 5.671
Range 0.311 0.207 -0.104 -33.4% 0.442
ATR 0.282 0.276 -0.005 -1.9% 0.000
Volume 91,159 93,989 2,830 3.1% 343,374
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.247 6.166 5.785
R3 6.040 5.959 5.728
R2 5.833 5.833 5.709
R1 5.752 5.752 5.690 5.793
PP 5.626 5.626 5.626 5.646
S1 5.545 5.545 5.652 5.586
S2 5.419 5.419 5.633
S3 5.212 5.338 5.614
S4 5.005 5.131 5.557
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.915 6.735 5.914
R3 6.473 6.293 5.793
R2 6.031 6.031 5.752
R1 5.851 5.851 5.712 5.941
PP 5.589 5.589 5.589 5.634
S1 5.409 5.409 5.630 5.499
S2 5.147 5.147 5.590
S3 4.705 4.967 5.549
S4 4.263 4.525 5.428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.769 5.327 0.442 7.8% 0.275 4.8% 78% False False 68,674
10 6.027 5.327 0.700 12.3% 0.272 4.8% 49% False False 54,859
20 6.027 5.327 0.700 12.3% 0.264 4.7% 49% False False 39,932
40 6.027 4.550 1.477 26.0% 0.258 4.5% 76% False False 33,777
60 6.242 4.550 1.692 29.8% 0.238 4.2% 66% False False 26,155
80 6.242 4.550 1.692 29.8% 0.230 4.1% 66% False False 21,409
100 6.242 4.550 1.692 29.8% 0.222 3.9% 66% False False 18,211
120 6.242 4.550 1.692 29.8% 0.207 3.7% 66% False False 15,662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.063
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.587
2.618 6.249
1.618 6.042
1.000 5.914
0.618 5.835
HIGH 5.707
0.618 5.628
0.500 5.604
0.382 5.579
LOW 5.500
0.618 5.372
1.000 5.293
1.618 5.165
2.618 4.958
4.250 4.620
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 5.649 5.642
PP 5.626 5.613
S1 5.604 5.584

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

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