NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 5.680 5.607 -0.073 -1.3% 5.998
High 5.682 5.610 -0.072 -1.3% 6.040
Low 5.480 5.467 -0.013 -0.2% 5.699
Close 5.613 5.504 -0.109 -1.9% 5.720
Range 0.202 0.143 -0.059 -29.2% 0.341
ATR 0.164 0.162 -0.001 -0.8% 0.000
Volume 7,210 5,221 -1,989 -27.6% 21,726
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.956 5.873 5.583
R3 5.813 5.730 5.543
R2 5.670 5.670 5.530
R1 5.587 5.587 5.517 5.557
PP 5.527 5.527 5.527 5.512
S1 5.444 5.444 5.491 5.414
S2 5.384 5.384 5.478
S3 5.241 5.301 5.465
S4 5.098 5.158 5.425
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 5.890 5.467 0.423 7.7% 0.126 2.3% 9% False True 5,602
10 6.073 5.467 0.606 11.0% 0.125 2.3% 6% False True 4,875
20 6.462 5.467 0.995 18.1% 0.160 2.9% 4% False True 5,171
40 6.462 5.467 0.995 18.1% 0.176 3.2% 4% False True 5,301
60 6.462 5.460 1.002 18.2% 0.161 2.9% 4% False False 5,155
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.218
2.618 5.984
1.618 5.841
1.000 5.753
0.618 5.698
HIGH 5.610
0.618 5.555
0.500 5.539
0.382 5.522
LOW 5.467
0.618 5.379
1.000 5.324
1.618 5.236
2.618 5.093
4.250 4.859
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 5.539 5.614
PP 5.527 5.577
S1 5.516 5.541

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

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