NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 5.970 5.858 -0.112 -1.9% 6.110
High 5.980 5.890 -0.090 -1.5% 6.110
Low 5.821 5.792 -0.029 -0.5% 5.810
Close 5.837 5.840 0.003 0.1% 6.055
Range 0.159 0.098 -0.061 -38.4% 0.300
ATR 0.173 0.168 -0.005 -3.1% 0.000
Volume 3,026 3,613 587 19.4% 22,462
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.135 6.085 5.894
R3 6.037 5.987 5.867
R2 5.939 5.939 5.858
R1 5.889 5.889 5.849 5.865
PP 5.841 5.841 5.841 5.829
S1 5.791 5.791 5.831 5.767
S2 5.743 5.743 5.822
S3 5.645 5.693 5.813
S4 5.547 5.595 5.786
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.892 6.773 6.220
R3 6.592 6.473 6.138
R2 6.292 6.292 6.110
R1 6.173 6.173 6.083 6.083
PP 5.992 5.992 5.992 5.946
S1 5.873 5.873 6.028 5.783
S2 5.692 5.692 6.000
S3 5.392 5.573 5.973
S4 5.092 5.273 5.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.073 5.792 0.281 4.8% 0.128 2.2% 17% False True 3,735
10 6.379 5.792 0.587 10.1% 0.148 2.5% 8% False True 4,229
20 6.462 5.792 0.670 11.5% 0.172 2.9% 7% False True 5,177
40 6.462 5.693 0.769 13.2% 0.184 3.1% 19% False False 5,264
60 6.462 5.460 1.002 17.2% 0.161 2.8% 38% False False 4,949
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.307
2.618 6.147
1.618 6.049
1.000 5.988
0.618 5.951
HIGH 5.890
0.618 5.853
0.500 5.841
0.382 5.829
LOW 5.792
0.618 5.731
1.000 5.694
1.618 5.633
2.618 5.535
4.250 5.376
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 5.841 5.916
PP 5.841 5.891
S1 5.840 5.865

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

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