NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 5.858 5.828 -0.030 -0.5% 6.110
High 5.890 5.844 -0.046 -0.8% 6.110
Low 5.792 5.699 -0.093 -1.6% 5.810
Close 5.840 5.707 -0.133 -2.3% 6.055
Range 0.098 0.145 0.047 48.0% 0.300
ATR 0.168 0.166 -0.002 -1.0% 0.000
Volume 3,613 5,985 2,372 65.7% 22,462
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.185 6.091 5.787
R3 6.040 5.946 5.747
R2 5.895 5.895 5.734
R1 5.801 5.801 5.720 5.776
PP 5.750 5.750 5.750 5.737
S1 5.656 5.656 5.694 5.631
S2 5.605 5.605 5.680
S3 5.460 5.511 5.667
S4 5.315 5.366 5.627
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 5.699 0.374 6.6% 0.138 2.4% 2% False True 3,810
10 6.294 5.699 0.595 10.4% 0.143 2.5% 1% False True 4,378
20 6.462 5.699 0.763 13.4% 0.163 2.9% 1% False True 5,214
40 6.462 5.693 0.769 13.5% 0.182 3.2% 2% False False 5,312
60 6.462 5.460 1.002 17.6% 0.162 2.8% 25% False False 5,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.460
2.618 6.224
1.618 6.079
1.000 5.989
0.618 5.934
HIGH 5.844
0.618 5.789
0.500 5.772
0.382 5.754
LOW 5.699
0.618 5.609
1.000 5.554
1.618 5.464
2.618 5.319
4.250 5.083
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 5.772 5.840
PP 5.750 5.795
S1 5.729 5.751

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

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