NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 5.308 5.535 0.227 4.3% 5.330
High 5.600 5.694 0.094 1.7% 5.694
Low 5.302 5.475 0.173 3.3% 5.240
Close 5.594 5.596 0.002 0.0% 5.596
Range 0.298 0.219 -0.079 -26.5% 0.454
ATR 0.164 0.168 0.004 2.4% 0.000
Volume 7,298 10,889 3,591 49.2% 36,178
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.245 6.140 5.716
R3 6.026 5.921 5.656
R2 5.807 5.807 5.636
R1 5.702 5.702 5.616 5.755
PP 5.588 5.588 5.588 5.615
S1 5.483 5.483 5.576 5.536
S2 5.369 5.369 5.556
S3 5.150 5.264 5.536
S4 4.931 5.045 5.476
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.872 6.688 5.846
R3 6.418 6.234 5.721
R2 5.964 5.964 5.679
R1 5.780 5.780 5.638 5.872
PP 5.510 5.510 5.510 5.556
S1 5.326 5.326 5.554 5.418
S2 5.056 5.056 5.513
S3 4.602 4.872 5.471
S4 4.148 4.418 5.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.694 5.240 0.454 8.1% 0.184 3.3% 78% True False 7,235
10 5.694 5.240 0.454 8.1% 0.149 2.7% 78% True False 6,824
20 6.110 5.240 0.870 15.5% 0.137 2.5% 41% False False 5,621
40 6.462 5.240 1.222 21.8% 0.167 3.0% 29% False False 5,570
60 6.462 5.240 1.222 21.8% 0.166 3.0% 29% False False 5,474
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 2 trading days
Fibonacci Retracements and Extensions
4.250 6.625
2.618 6.267
1.618 6.048
1.000 5.913
0.618 5.829
HIGH 5.694
0.618 5.610
0.500 5.585
0.382 5.559
LOW 5.475
0.618 5.340
1.000 5.256
1.618 5.121
2.618 4.902
4.250 4.544
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 5.592 5.560
PP 5.588 5.524
S1 5.585 5.489

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

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