NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 5.641 5.520 -0.121 -2.1% 5.791
High 5.641 5.522 -0.119 -2.1% 5.987
Low 5.487 5.390 -0.097 -1.8% 5.728
Close 5.518 5.437 -0.081 -1.5% 5.941
Range 0.154 0.132 -0.022 -14.3% 0.259
ATR 0.183 0.180 -0.004 -2.0% 0.000
Volume 2,266 1,315 -951 -42.0% 7,850
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.846 5.773 5.510
R3 5.714 5.641 5.473
R2 5.582 5.582 5.461
R1 5.509 5.509 5.449 5.480
PP 5.450 5.450 5.450 5.435
S1 5.377 5.377 5.425 5.348
S2 5.318 5.318 5.413
S3 5.186 5.245 5.401
S4 5.054 5.113 5.364
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.662 6.561 6.083
R3 6.403 6.302 6.012
R2 6.144 6.144 5.988
R1 6.043 6.043 5.965 6.094
PP 5.885 5.885 5.885 5.911
S1 5.784 5.784 5.917 5.835
S2 5.626 5.626 5.894
S3 5.367 5.525 5.870
S4 5.108 5.266 5.799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.987 5.390 0.597 11.0% 0.124 2.3% 8% False True 1,621
10 5.990 5.390 0.600 11.0% 0.130 2.4% 8% False True 1,730
20 6.160 5.390 0.770 14.2% 0.151 2.8% 6% False True 1,741
40 6.160 4.970 1.190 21.9% 0.156 2.9% 39% False False 2,154
60 6.160 4.970 1.190 21.9% 0.151 2.8% 39% False False 1,938
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.083
2.618 5.868
1.618 5.736
1.000 5.654
0.618 5.604
HIGH 5.522
0.618 5.472
0.500 5.456
0.382 5.440
LOW 5.390
0.618 5.308
1.000 5.258
1.618 5.176
2.618 5.044
4.250 4.829
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 5.456 5.594
PP 5.450 5.541
S1 5.443 5.489

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

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