NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 3.742 3.632 -0.110 -2.9% 3.844
High 3.761 4.162 0.401 10.7% 3.844
Low 3.550 3.596 0.046 1.3% 3.459
Close 3.653 4.031 0.378 10.3% 3.653
Range 0.211 0.566 0.355 168.2% 0.385
ATR 0.219 0.244 0.025 11.3% 0.000
Volume 95,093 80,278 -14,815 -15.6% 362,285
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.628 5.395 4.342
R3 5.062 4.829 4.187
R2 4.496 4.496 4.135
R1 4.263 4.263 4.083 4.380
PP 3.930 3.930 3.930 3.988
S1 3.697 3.697 3.979 3.814
S2 3.364 3.364 3.927
S3 2.798 3.131 3.875
S4 2.232 2.565 3.720
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.807 4.615 3.865
R3 4.422 4.230 3.759
R2 4.037 4.037 3.724
R1 3.845 3.845 3.688 3.749
PP 3.652 3.652 3.652 3.604
S1 3.460 3.460 3.618 3.364
S2 3.267 3.267 3.582
S3 2.882 3.075 3.547
S4 2.497 2.690 3.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.162 3.459 0.703 17.4% 0.302 7.5% 81% True False 76,924
10 4.162 3.459 0.703 17.4% 0.258 6.4% 81% True False 69,213
20 4.162 3.366 0.796 19.7% 0.226 5.6% 84% True False 56,328
40 4.716 3.366 1.350 33.5% 0.219 5.4% 49% False False 38,642
60 4.830 3.366 1.464 36.3% 0.229 5.7% 45% False False 28,997
80 4.830 3.366 1.464 36.3% 0.210 5.2% 45% False False 22,658
100 4.860 3.366 1.494 37.1% 0.204 5.1% 45% False False 18,508
120 5.142 3.366 1.776 44.1% 0.198 4.9% 37% False False 15,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 6.568
2.618 5.644
1.618 5.078
1.000 4.728
0.618 4.512
HIGH 4.162
0.618 3.946
0.500 3.879
0.382 3.812
LOW 3.596
0.618 3.246
1.000 3.030
1.618 2.680
2.618 2.114
4.250 1.191
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 3.980 3.964
PP 3.930 3.897
S1 3.879 3.831

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

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