NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 5.607 5.480 -0.127 -2.3% 5.998
High 5.610 5.480 -0.130 -2.3% 6.040
Low 5.467 5.403 -0.064 -1.2% 5.699
Close 5.504 5.423 -0.081 -1.5% 5.720
Range 0.143 0.077 -0.066 -46.2% 0.341
ATR 0.162 0.158 -0.004 -2.7% 0.000
Volume 5,221 5,573 352 6.7% 21,726
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.666 5.622 5.465
R3 5.589 5.545 5.444
R2 5.512 5.512 5.437
R1 5.468 5.468 5.430 5.452
PP 5.435 5.435 5.435 5.427
S1 5.391 5.391 5.416 5.375
S2 5.358 5.358 5.409
S3 5.281 5.314 5.402
S4 5.204 5.237 5.381
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 5.844 5.403 0.441 8.1% 0.121 2.2% 5% False True 5,994
10 6.073 5.403 0.670 12.4% 0.125 2.3% 3% False True 4,864
20 6.462 5.403 1.059 19.5% 0.155 2.9% 2% False True 5,295
40 6.462 5.403 1.059 19.5% 0.172 3.2% 2% False True 5,322
60 6.462 5.403 1.059 19.5% 0.160 3.0% 2% False True 5,204
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.807
2.618 5.682
1.618 5.605
1.000 5.557
0.618 5.528
HIGH 5.480
0.618 5.451
0.500 5.442
0.382 5.432
LOW 5.403
0.618 5.355
1.000 5.326
1.618 5.278
2.618 5.201
4.250 5.076
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 5.442 5.543
PP 5.435 5.503
S1 5.429 5.463

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

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