NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 5.622 5.665 0.043 0.8% 5.650
High 5.667 5.665 -0.002 0.0% 5.786
Low 5.595 5.510 -0.085 -1.5% 5.509
Close 5.647 5.575 -0.072 -1.3% 5.692
Range 0.072 0.155 0.083 115.3% 0.277
ATR 0.164 0.163 -0.001 -0.4% 0.000
Volume 4,055 4,406 351 8.7% 39,795
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.048 5.967 5.660
R3 5.893 5.812 5.618
R2 5.738 5.738 5.603
R1 5.657 5.657 5.589 5.620
PP 5.583 5.583 5.583 5.565
S1 5.502 5.502 5.561 5.465
S2 5.428 5.428 5.547
S3 5.273 5.347 5.532
S4 5.118 5.192 5.490
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 5.510 0.276 5.0% 0.166 3.0% 24% False True 6,456
10 5.786 5.283 0.503 9.0% 0.180 3.2% 58% False False 7,355
20 5.890 5.240 0.650 11.7% 0.143 2.6% 52% False False 6,604
40 6.462 5.240 1.222 21.9% 0.162 2.9% 27% False False 5,973
60 6.462 5.240 1.222 21.9% 0.170 3.0% 27% False False 5,697
80 6.462 5.240 1.222 21.9% 0.156 2.8% 27% False False 5,368
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 True
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.324
2.618 6.071
1.618 5.916
1.000 5.820
0.618 5.761
HIGH 5.665
0.618 5.606
0.500 5.588
0.382 5.569
LOW 5.510
0.618 5.414
1.000 5.355
1.618 5.259
2.618 5.104
4.250 4.851
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 5.588 5.601
PP 5.583 5.592
S1 5.579 5.584

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

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