NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 5.715 5.548 -0.167 -2.9% 5.650
High 5.786 5.692 -0.094 -1.6% 5.786
Low 5.535 5.548 0.013 0.2% 5.509
Close 5.547 5.692 0.145 2.6% 5.692
Range 0.251 0.144 -0.107 -42.6% 0.277
ATR 0.171 0.169 -0.002 -1.1% 0.000
Volume 8,286 9,406 1,120 13.5% 39,795
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.076 6.028 5.771
R3 5.932 5.884 5.732
R2 5.788 5.788 5.718
R1 5.740 5.740 5.705 5.764
PP 5.644 5.644 5.644 5.656
S1 5.596 5.596 5.679 5.620
S2 5.500 5.500 5.666
S3 5.356 5.452 5.652
S4 5.212 5.308 5.613
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.493 6.370 5.844
R3 6.216 6.093 5.768
R2 5.939 5.939 5.743
R1 5.816 5.816 5.717 5.878
PP 5.662 5.662 5.662 5.693
S1 5.539 5.539 5.667 5.601
S2 5.385 5.385 5.641
S3 5.108 5.262 5.616
S4 4.831 4.985 5.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.786 5.509 0.277 4.9% 0.171 3.0% 66% False False 7,959
10 5.786 5.240 0.546 9.6% 0.177 3.1% 83% False False 7,597
20 6.040 5.240 0.800 14.1% 0.144 2.5% 57% False False 6,488
40 6.462 5.240 1.222 21.5% 0.166 2.9% 37% False False 6,068
60 6.462 5.240 1.222 21.5% 0.172 3.0% 37% False False 5,730
80 6.462 5.240 1.222 21.5% 0.156 2.7% 37% False False 5,396
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.304
2.618 6.069
1.618 5.925
1.000 5.836
0.618 5.781
HIGH 5.692
0.618 5.637
0.500 5.620
0.382 5.603
LOW 5.548
0.618 5.459
1.000 5.404
1.618 5.315
2.618 5.171
4.250 4.936
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 5.668 5.682
PP 5.644 5.671
S1 5.620 5.661

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

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