NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 5.828 5.760 -0.068 -1.2% 5.998
High 5.844 5.760 -0.084 -1.4% 6.040
Low 5.699 5.720 0.021 0.4% 5.699
Close 5.707 5.720 0.013 0.2% 5.720
Range 0.145 0.040 -0.105 -72.4% 0.341
ATR 0.166 0.158 -0.008 -4.9% 0.000
Volume 5,985 5,985 0 0.0% 21,726
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.853 5.827 5.742
R3 5.813 5.787 5.731
R2 5.773 5.773 5.727
R1 5.747 5.747 5.724 5.740
PP 5.733 5.733 5.733 5.730
S1 5.707 5.707 5.716 5.700
S2 5.693 5.693 5.713
S3 5.653 5.667 5.709
S4 5.613 5.627 5.698
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.843 6.622 5.908
R3 6.502 6.281 5.814
R2 6.161 6.161 5.783
R1 5.940 5.940 5.751 5.880
PP 5.820 5.820 5.820 5.790
S1 5.599 5.599 5.689 5.539
S2 5.479 5.479 5.657
S3 5.138 5.258 5.626
S4 4.797 4.917 5.532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.040 5.699 0.341 6.0% 0.108 1.9% 6% False False 4,345
10 6.110 5.699 0.411 7.2% 0.126 2.2% 5% False False 4,418
20 6.462 5.699 0.763 13.3% 0.155 2.7% 3% False False 5,093
40 6.462 5.693 0.769 13.4% 0.176 3.1% 4% False False 5,318
60 6.462 5.460 1.002 17.5% 0.161 2.8% 26% False False 5,041
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 5.930
2.618 5.865
1.618 5.825
1.000 5.800
0.618 5.785
HIGH 5.760
0.618 5.745
0.500 5.740
0.382 5.735
LOW 5.720
0.618 5.695
1.000 5.680
1.618 5.655
2.618 5.615
4.250 5.550
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 5.740 5.795
PP 5.733 5.770
S1 5.727 5.745

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

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