NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 5.665 5.500 -0.165 -2.9% 5.650
High 5.665 5.556 -0.109 -1.9% 5.786
Low 5.510 5.377 -0.133 -2.4% 5.509
Close 5.575 5.461 -0.114 -2.0% 5.692
Range 0.155 0.179 0.024 15.5% 0.277
ATR 0.163 0.166 0.002 1.5% 0.000
Volume 4,406 4,994 588 13.3% 39,795
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.002 5.910 5.559
R3 5.823 5.731 5.510
R2 5.644 5.644 5.494
R1 5.552 5.552 5.477 5.509
PP 5.465 5.465 5.465 5.443
S1 5.373 5.373 5.445 5.330
S2 5.286 5.286 5.428
S3 5.107 5.194 5.412
S4 4.928 5.015 5.363
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 5.377 0.409 7.5% 0.160 2.9% 21% False True 6,229
10 5.786 5.302 0.484 8.9% 0.178 3.3% 33% False False 7,143
20 5.844 5.240 0.604 11.1% 0.147 2.7% 37% False False 6,673
40 6.462 5.240 1.222 22.4% 0.159 2.9% 18% False False 5,925
60 6.462 5.240 1.222 22.4% 0.171 3.1% 18% False False 5,734
80 6.462 5.240 1.222 22.4% 0.157 2.9% 18% False False 5,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.317
2.618 6.025
1.618 5.846
1.000 5.735
0.618 5.667
HIGH 5.556
0.618 5.488
0.500 5.467
0.382 5.445
LOW 5.377
0.618 5.266
1.000 5.198
1.618 5.087
2.618 4.908
4.250 4.616
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 5.467 5.522
PP 5.465 5.502
S1 5.463 5.481

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

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