NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 5.330 5.319 -0.011 -0.2% 5.680
High 5.332 5.431 0.099 1.9% 5.682
Low 5.240 5.319 0.079 1.5% 5.350
Close 5.260 5.409 0.149 2.8% 5.378
Range 0.092 0.112 0.020 21.7% 0.332
ATR 0.148 0.150 0.002 1.1% 0.000
Volume 4,715 6,166 1,451 30.8% 32,068
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.722 5.678 5.471
R3 5.610 5.566 5.440
R2 5.498 5.498 5.430
R1 5.454 5.454 5.419 5.476
PP 5.386 5.386 5.386 5.398
S1 5.342 5.342 5.399 5.364
S2 5.274 5.274 5.388
S3 5.162 5.230 5.378
S4 5.050 5.118 5.347
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 5.508 5.240 0.268 5.0% 0.086 1.6% 63% False False 6,103
10 5.890 5.240 0.650 12.0% 0.106 2.0% 26% False False 5,853
20 6.379 5.240 1.139 21.1% 0.129 2.4% 15% False False 5,271
40 6.462 5.240 1.222 22.6% 0.164 3.0% 14% False False 5,303
60 6.462 5.240 1.222 22.6% 0.159 2.9% 14% False False 5,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.907
2.618 5.724
1.618 5.612
1.000 5.543
0.618 5.500
HIGH 5.431
0.618 5.388
0.500 5.375
0.382 5.362
LOW 5.319
0.618 5.250
1.000 5.207
1.618 5.138
2.618 5.026
4.250 4.843
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 5.398 5.385
PP 5.386 5.360
S1 5.375 5.336

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

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