NYMEX Natural Gas Future October 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 3.967 3.886 -0.081 -2.0% 4.040
High 4.000 4.421 0.421 10.5% 4.055
Low 3.821 3.853 0.032 0.8% 3.699
Close 3.909 4.285 0.376 9.6% 3.909
Range 0.179 0.568 0.389 217.3% 0.356
ATR 0.207 0.233 0.026 12.4% 0.000
Volume 23,258 23,243 -15 -0.1% 80,101
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.890 5.656 4.597
R3 5.322 5.088 4.441
R2 4.754 4.754 4.389
R1 4.520 4.520 4.337 4.637
PP 4.186 4.186 4.186 4.245
S1 3.952 3.952 4.233 4.069
S2 3.618 3.618 4.181
S3 3.050 3.384 4.129
S4 2.482 2.816 3.973
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.956 4.788 4.105
R3 4.600 4.432 4.007
R2 4.244 4.244 3.974
R1 4.076 4.076 3.942 3.982
PP 3.888 3.888 3.888 3.841
S1 3.720 3.720 3.876 3.626
S2 3.532 3.532 3.844
S3 3.176 3.364 3.811
S4 2.820 3.008 3.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 3.699 0.722 16.8% 0.288 6.7% 81% True False 18,506
10 4.421 3.699 0.722 16.8% 0.243 5.7% 81% True False 17,638
20 4.421 3.584 0.837 19.5% 0.214 5.0% 84% True False 18,001
40 4.933 3.584 1.349 31.5% 0.209 4.9% 52% False False 15,817
60 4.955 3.584 1.371 32.0% 0.221 5.2% 51% False False 14,611
80 4.955 3.584 1.371 32.0% 0.206 4.8% 51% False False 12,710
100 4.978 3.584 1.394 32.5% 0.202 4.7% 50% False False 11,491
120 5.260 3.584 1.676 39.1% 0.198 4.6% 42% False False 10,576
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 0.036
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 6.835
2.618 5.908
1.618 5.340
1.000 4.989
0.618 4.772
HIGH 4.421
0.618 4.204
0.500 4.137
0.382 4.070
LOW 3.853
0.618 3.502
1.000 3.285
1.618 2.934
2.618 2.366
4.250 1.439
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 4.236 4.218
PP 4.186 4.151
S1 4.137 4.084

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

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