NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 4.058 4.150 0.092 2.3% 3.662
High 4.250 4.255 0.005 0.1% 4.136
Low 3.992 3.925 -0.067 -1.7% 3.584
Close 4.150 3.939 -0.211 -5.1% 4.028
Range 0.258 0.330 0.072 27.9% 0.552
ATR 0.203 0.212 0.009 4.5% 0.000
Volume 15,505 20,196 4,691 30.3% 101,685
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.030 4.814 4.121
R3 4.700 4.484 4.030
R2 4.370 4.370 4.000
R1 4.154 4.154 3.969 4.097
PP 4.040 4.040 4.040 4.011
S1 3.824 3.824 3.909 3.767
S2 3.710 3.710 3.879
S3 3.380 3.494 3.848
S4 3.050 3.164 3.758
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.572 5.352 4.332
R3 5.020 4.800 4.180
R2 4.468 4.468 4.129
R1 4.248 4.248 4.079 4.358
PP 3.916 3.916 3.916 3.971
S1 3.696 3.696 3.977 3.806
S2 3.364 3.364 3.927
S3 2.812 3.144 3.876
S4 2.260 2.592 3.724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.255 3.891 0.364 9.2% 0.238 6.0% 13% True False 20,097
10 4.255 3.584 0.671 17.0% 0.222 5.6% 53% True False 18,412
20 4.470 3.584 0.886 22.5% 0.187 4.8% 40% False False 15,729
40 4.933 3.584 1.349 34.2% 0.214 5.4% 26% False False 15,190
60 4.955 3.584 1.371 34.8% 0.218 5.5% 26% False False 13,593
80 4.955 3.584 1.371 34.8% 0.199 5.0% 26% False False 11,681
100 4.978 3.584 1.394 35.4% 0.197 5.0% 25% False False 10,762
120 5.499 3.584 1.915 48.6% 0.196 5.0% 19% False False 9,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.658
2.618 5.119
1.618 4.789
1.000 4.585
0.618 4.459
HIGH 4.255
0.618 4.129
0.500 4.090
0.382 4.051
LOW 3.925
0.618 3.721
1.000 3.595
1.618 3.391
2.618 3.061
4.250 2.523
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 4.090 4.090
PP 4.040 4.040
S1 3.989 3.989

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

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