NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 5.480 5.480 0.000 0.0% 5.998
High 5.480 5.508 0.028 0.5% 6.040
Low 5.403 5.408 0.005 0.1% 5.699
Close 5.423 5.434 0.011 0.2% 5.720
Range 0.077 0.100 0.023 29.9% 0.341
ATR 0.158 0.154 -0.004 -2.6% 0.000
Volume 5,573 7,677 2,104 37.8% 21,726
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.750 5.692 5.489
R3 5.650 5.592 5.462
R2 5.550 5.550 5.452
R1 5.492 5.492 5.443 5.471
PP 5.450 5.450 5.450 5.440
S1 5.392 5.392 5.425 5.371
S2 5.350 5.350 5.416
S3 5.250 5.292 5.407
S4 5.150 5.192 5.379
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 5.760 5.403 0.357 6.6% 0.112 2.1% 9% False False 6,333
10 6.073 5.403 0.670 12.3% 0.125 2.3% 5% False False 5,071
20 6.462 5.403 1.059 19.5% 0.148 2.7% 3% False False 5,397
40 6.462 5.403 1.059 19.5% 0.169 3.1% 3% False False 5,307
60 6.462 5.403 1.059 19.5% 0.160 2.9% 3% False False 5,270
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.933
2.618 5.770
1.618 5.670
1.000 5.608
0.618 5.570
HIGH 5.508
0.618 5.470
0.500 5.458
0.382 5.446
LOW 5.408
0.618 5.346
1.000 5.308
1.618 5.246
2.618 5.146
4.250 4.983
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 5.458 5.507
PP 5.450 5.482
S1 5.442 5.458

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

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