NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 5.500 5.465 -0.035 -0.6% 5.650
High 5.556 5.688 0.132 2.4% 5.786
Low 5.377 5.445 0.068 1.3% 5.509
Close 5.461 5.677 0.216 4.0% 5.692
Range 0.179 0.243 0.064 35.8% 0.277
ATR 0.166 0.171 0.006 3.3% 0.000
Volume 4,994 6,678 1,684 33.7% 39,795
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.332 6.248 5.811
R3 6.089 6.005 5.744
R2 5.846 5.846 5.722
R1 5.762 5.762 5.699 5.804
PP 5.603 5.603 5.603 5.625
S1 5.519 5.519 5.655 5.561
S2 5.360 5.360 5.632
S3 5.117 5.276 5.610
S4 4.874 5.033 5.543
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 5.692 5.377 0.315 5.5% 0.159 2.8% 95% False False 5,907
10 5.786 5.377 0.409 7.2% 0.172 3.0% 73% False False 7,081
20 5.786 5.240 0.546 9.6% 0.152 2.7% 80% False False 6,707
40 6.462 5.240 1.222 21.5% 0.157 2.8% 36% False False 5,961
60 6.462 5.240 1.222 21.5% 0.172 3.0% 36% False False 5,777
80 6.462 5.240 1.222 21.5% 0.160 2.8% 36% False False 5,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.721
2.618 6.324
1.618 6.081
1.000 5.931
0.618 5.838
HIGH 5.688
0.618 5.595
0.500 5.567
0.382 5.538
LOW 5.445
0.618 5.295
1.000 5.202
1.618 5.052
2.618 4.809
4.250 4.412
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 5.640 5.629
PP 5.603 5.581
S1 5.567 5.533

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

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