NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 5.573 5.634 0.061 1.1% 5.330
High 5.680 5.782 0.102 1.8% 5.694
Low 5.572 5.573 0.001 0.0% 5.240
Close 5.647 5.701 0.054 1.0% 5.596
Range 0.108 0.209 0.101 93.5% 0.454
ATR 0.162 0.165 0.003 2.1% 0.000
Volume 7,934 6,128 -1,806 -22.8% 36,178
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.312 6.216 5.816
R3 6.103 6.007 5.758
R2 5.894 5.894 5.739
R1 5.798 5.798 5.720 5.846
PP 5.685 5.685 5.685 5.710
S1 5.589 5.589 5.682 5.637
S2 5.476 5.476 5.663
S3 5.267 5.380 5.644
S4 5.058 5.171 5.586
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 5.782 5.302 0.480 8.4% 0.195 3.4% 83% True False 8,058
10 5.782 5.240 0.542 9.5% 0.153 2.7% 85% True False 7,234
20 6.073 5.240 0.833 14.6% 0.139 2.4% 55% False False 6,049
40 6.462 5.240 1.222 21.4% 0.170 3.0% 38% False False 5,834
60 6.462 5.240 1.222 21.4% 0.169 3.0% 38% False False 5,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.670
2.618 6.329
1.618 6.120
1.000 5.991
0.618 5.911
HIGH 5.782
0.618 5.702
0.500 5.678
0.382 5.653
LOW 5.573
0.618 5.444
1.000 5.364
1.618 5.235
2.618 5.026
4.250 4.685
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 5.693 5.683
PP 5.685 5.664
S1 5.678 5.646

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

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