NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 5.634 5.715 0.081 1.4% 5.330
High 5.782 5.786 0.004 0.1% 5.694
Low 5.573 5.535 -0.038 -0.7% 5.240
Close 5.701 5.547 -0.154 -2.7% 5.596
Range 0.209 0.251 0.042 20.1% 0.454
ATR 0.165 0.171 0.006 3.7% 0.000
Volume 6,128 8,286 2,158 35.2% 36,178
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.376 6.212 5.685
R3 6.125 5.961 5.616
R2 5.874 5.874 5.593
R1 5.710 5.710 5.570 5.667
PP 5.623 5.623 5.623 5.601
S1 5.459 5.459 5.524 5.416
S2 5.372 5.372 5.501
S3 5.121 5.208 5.478
S4 4.870 4.957 5.409
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 5.786 5.475 0.311 5.6% 0.186 3.3% 23% True False 8,255
10 5.786 5.240 0.546 9.8% 0.168 3.0% 56% True False 7,295
20 6.073 5.240 0.833 15.0% 0.147 2.6% 37% False False 6,183
40 6.462 5.240 1.222 22.0% 0.169 3.0% 25% False False 5,949
60 6.462 5.240 1.222 22.0% 0.171 3.1% 25% False False 5,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.853
2.618 6.443
1.618 6.192
1.000 6.037
0.618 5.941
HIGH 5.786
0.618 5.690
0.500 5.661
0.382 5.631
LOW 5.535
0.618 5.380
1.000 5.284
1.618 5.129
2.618 4.878
4.250 4.468
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 5.661 5.661
PP 5.623 5.623
S1 5.585 5.585

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

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