NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 5.548 5.622 0.074 1.3% 5.650
High 5.692 5.667 -0.025 -0.4% 5.786
Low 5.548 5.595 0.047 0.8% 5.509
Close 5.692 5.647 -0.045 -0.8% 5.692
Range 0.144 0.072 -0.072 -50.0% 0.277
ATR 0.169 0.164 -0.005 -3.0% 0.000
Volume 9,406 4,055 -5,351 -56.9% 39,795
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.852 5.822 5.687
R3 5.780 5.750 5.667
R2 5.708 5.708 5.660
R1 5.678 5.678 5.654 5.693
PP 5.636 5.636 5.636 5.644
S1 5.606 5.606 5.640 5.621
S2 5.564 5.564 5.634
S3 5.492 5.534 5.627
S4 5.420 5.462 5.607
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 5.535 0.251 4.4% 0.157 2.8% 45% False False 7,161
10 5.786 5.283 0.503 8.9% 0.175 3.1% 72% False False 7,531
20 5.980 5.240 0.740 13.1% 0.143 2.5% 55% False False 6,535
40 6.462 5.240 1.222 21.6% 0.161 2.9% 33% False False 6,030
60 6.462 5.240 1.222 21.6% 0.171 3.0% 33% False False 5,693
80 6.462 5.240 1.222 21.6% 0.155 2.7% 33% False False 5,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.973
2.618 5.855
1.618 5.783
1.000 5.739
0.618 5.711
HIGH 5.667
0.618 5.639
0.500 5.631
0.382 5.623
LOW 5.595
0.618 5.551
1.000 5.523
1.618 5.479
2.618 5.407
4.250 5.289
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 5.642 5.661
PP 5.636 5.656
S1 5.631 5.652

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

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