NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 5.480 5.400 -0.080 -1.5% 5.680
High 5.508 5.400 -0.108 -2.0% 5.682
Low 5.408 5.350 -0.058 -1.1% 5.350
Close 5.434 5.378 -0.056 -1.0% 5.378
Range 0.100 0.050 -0.050 -50.0% 0.332
ATR 0.154 0.149 -0.005 -3.2% 0.000
Volume 7,677 6,387 -1,290 -16.8% 32,068
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.526 5.502 5.406
R3 5.476 5.452 5.392
R2 5.426 5.426 5.387
R1 5.402 5.402 5.383 5.389
PP 5.376 5.376 5.376 5.370
S1 5.352 5.352 5.373 5.339
S2 5.326 5.326 5.369
S3 5.276 5.302 5.364
S4 5.226 5.252 5.351
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.466 6.254 5.561
R3 6.134 5.922 5.469
R2 5.802 5.802 5.439
R1 5.590 5.590 5.408 5.530
PP 5.470 5.470 5.470 5.440
S1 5.258 5.258 5.348 5.198
S2 5.138 5.138 5.317
S3 4.806 4.926 5.287
S4 4.474 4.594 5.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.682 5.350 0.332 6.2% 0.114 2.1% 8% False True 6,413
10 6.040 5.350 0.690 12.8% 0.111 2.1% 4% False True 5,379
20 6.462 5.350 1.112 20.7% 0.144 2.7% 3% False True 5,320
40 6.462 5.350 1.112 20.7% 0.165 3.1% 3% False True 5,287
60 6.462 5.350 1.112 20.7% 0.160 3.0% 3% False True 5,263
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.613
2.618 5.531
1.618 5.481
1.000 5.450
0.618 5.431
HIGH 5.400
0.618 5.381
0.500 5.375
0.382 5.369
LOW 5.350
0.618 5.319
1.000 5.300
1.618 5.269
2.618 5.219
4.250 5.138
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 5.377 5.429
PP 5.376 5.412
S1 5.375 5.395

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

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