NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 5.535 5.650 0.115 2.1% 5.330
High 5.694 5.650 -0.044 -0.8% 5.694
Low 5.475 5.509 0.034 0.6% 5.240
Close 5.596 5.622 0.026 0.5% 5.596
Range 0.219 0.141 -0.078 -35.6% 0.454
ATR 0.168 0.166 -0.002 -1.1% 0.000
Volume 10,889 8,041 -2,848 -26.2% 36,178
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.017 5.960 5.700
R3 5.876 5.819 5.661
R2 5.735 5.735 5.648
R1 5.678 5.678 5.635 5.636
PP 5.594 5.594 5.594 5.573
S1 5.537 5.537 5.609 5.495
S2 5.453 5.453 5.596
S3 5.312 5.396 5.583
S4 5.171 5.255 5.544
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 5.283 0.411 7.3% 0.194 3.4% 82% False False 7,900
10 5.694 5.240 0.454 8.1% 0.143 2.5% 84% False False 6,907
20 6.073 5.240 0.833 14.8% 0.134 2.4% 46% False False 5,880
40 6.462 5.240 1.222 21.7% 0.168 3.0% 31% False False 5,618
60 6.462 5.240 1.222 21.7% 0.166 3.0% 31% False False 5,521
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.249
2.618 6.019
1.618 5.878
1.000 5.791
0.618 5.737
HIGH 5.650
0.618 5.596
0.500 5.580
0.382 5.563
LOW 5.509
0.618 5.422
1.000 5.368
1.618 5.281
2.618 5.140
4.250 4.910
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 5.608 5.581
PP 5.594 5.539
S1 5.580 5.498

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

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