NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 5.421 5.308 -0.113 -2.1% 5.680
High 5.481 5.600 0.119 2.2% 5.682
Low 5.283 5.302 0.019 0.4% 5.350
Close 5.308 5.594 0.286 5.4% 5.378
Range 0.198 0.298 0.100 50.5% 0.332
ATR 0.153 0.164 0.010 6.7% 0.000
Volume 7,110 7,298 188 2.6% 32,068
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.393 6.291 5.758
R3 6.095 5.993 5.676
R2 5.797 5.797 5.649
R1 5.695 5.695 5.621 5.746
PP 5.499 5.499 5.499 5.524
S1 5.397 5.397 5.567 5.448
S2 5.201 5.201 5.539
S3 4.903 5.099 5.512
S4 4.605 4.801 5.430
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 5.600 5.240 0.360 6.4% 0.150 2.7% 98% True False 6,335
10 5.760 5.240 0.520 9.3% 0.131 2.3% 68% False False 6,334
20 6.294 5.240 1.054 18.8% 0.137 2.4% 34% False False 5,356
40 6.462 5.240 1.222 21.8% 0.168 3.0% 29% False False 5,393
60 6.462 5.240 1.222 21.8% 0.165 2.9% 29% False False 5,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 6.867
2.618 6.380
1.618 6.082
1.000 5.898
0.618 5.784
HIGH 5.600
0.618 5.486
0.500 5.451
0.382 5.416
LOW 5.302
0.618 5.118
1.000 5.004
1.618 4.820
2.618 4.522
4.250 4.036
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 5.546 5.543
PP 5.499 5.492
S1 5.451 5.442

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

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