NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 5.760 5.680 -0.080 -1.4% 5.998
High 5.760 5.682 -0.078 -1.4% 6.040
Low 5.720 5.480 -0.240 -4.2% 5.699
Close 5.720 5.613 -0.107 -1.9% 5.720
Range 0.040 0.202 0.162 405.0% 0.341
ATR 0.158 0.164 0.006 3.7% 0.000
Volume 5,985 7,210 1,225 20.5% 21,726
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.198 6.107 5.724
R3 5.996 5.905 5.669
R2 5.794 5.794 5.650
R1 5.703 5.703 5.632 5.648
PP 5.592 5.592 5.592 5.564
S1 5.501 5.501 5.594 5.446
S2 5.390 5.390 5.576
S3 5.188 5.299 5.557
S4 4.986 5.097 5.502
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 5.980 5.480 0.500 8.9% 0.129 2.3% 27% False True 5,163
10 6.073 5.480 0.593 10.6% 0.126 2.2% 22% False True 4,852
20 6.462 5.480 0.982 17.5% 0.159 2.8% 14% False True 5,148
40 6.462 5.480 0.982 17.5% 0.176 3.1% 14% False True 5,294
60 6.462 5.460 1.002 17.9% 0.161 2.9% 15% False False 5,128
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 0.021
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.541
2.618 6.211
1.618 6.009
1.000 5.884
0.618 5.807
HIGH 5.682
0.618 5.605
0.500 5.581
0.382 5.557
LOW 5.480
0.618 5.355
1.000 5.278
1.618 5.153
2.618 4.951
4.250 4.622
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 5.602 5.662
PP 5.592 5.646
S1 5.581 5.629

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

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