NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 5.596 5.569 -0.027 -0.5% 5.534
High 5.661 5.600 -0.061 -1.1% 5.769
Low 5.431 5.440 0.009 0.2% 5.327
Close 5.536 5.467 -0.069 -1.2% 5.671
Range 0.230 0.160 -0.070 -30.4% 0.442
ATR 0.274 0.266 -0.008 -3.0% 0.000
Volume 70,561 86,171 15,610 22.1% 343,374
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.982 5.885 5.555
R3 5.822 5.725 5.511
R2 5.662 5.662 5.496
R1 5.565 5.565 5.482 5.534
PP 5.502 5.502 5.502 5.487
S1 5.405 5.405 5.452 5.374
S2 5.342 5.342 5.438
S3 5.182 5.245 5.423
S4 5.022 5.085 5.379
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 5.399 0.370 6.8% 0.253 4.6% 18% False False 78,392
10 6.027 5.327 0.700 12.8% 0.269 4.9% 20% False False 64,971
20 6.027 5.327 0.700 12.8% 0.256 4.7% 20% False False 43,811
40 6.027 4.550 1.477 27.0% 0.256 4.7% 62% False False 37,077
60 6.028 4.550 1.478 27.0% 0.237 4.3% 62% False False 28,476
80 6.242 4.550 1.692 30.9% 0.230 4.2% 54% False False 23,241
100 6.242 4.550 1.692 30.9% 0.224 4.1% 54% False False 19,699
120 6.242 4.550 1.692 30.9% 0.208 3.8% 54% False False 16,936
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.071
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6.280
2.618 6.019
1.618 5.859
1.000 5.760
0.618 5.699
HIGH 5.600
0.618 5.539
0.500 5.520
0.382 5.501
LOW 5.440
0.618 5.341
1.000 5.280
1.618 5.181
2.618 5.021
4.250 4.760
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 5.520 5.569
PP 5.502 5.535
S1 5.485 5.501

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

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