NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 5.465 5.662 0.197 3.6% 5.622
High 5.688 5.665 -0.023 -0.4% 5.688
Low 5.445 5.540 0.095 1.7% 5.377
Close 5.677 5.643 -0.034 -0.6% 5.643
Range 0.243 0.125 -0.118 -48.6% 0.311
ATR 0.171 0.169 -0.002 -1.4% 0.000
Volume 6,678 9,496 2,818 42.2% 29,629
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.991 5.942 5.712
R3 5.866 5.817 5.677
R2 5.741 5.741 5.666
R1 5.692 5.692 5.654 5.654
PP 5.616 5.616 5.616 5.597
S1 5.567 5.567 5.632 5.529
S2 5.491 5.491 5.620
S3 5.366 5.442 5.609
S4 5.241 5.317 5.574
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.502 6.384 5.814
R3 6.191 6.073 5.729
R2 5.880 5.880 5.700
R1 5.762 5.762 5.672 5.821
PP 5.569 5.569 5.569 5.599
S1 5.451 5.451 5.614 5.510
S2 5.258 5.258 5.586
S3 4.947 5.140 5.557
S4 4.636 4.829 5.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.688 5.377 0.311 5.5% 0.155 2.7% 86% False False 5,925
10 5.786 5.377 0.409 7.2% 0.163 2.9% 65% False False 6,942
20 5.786 5.240 0.546 9.7% 0.156 2.8% 74% False False 6,883
40 6.462 5.240 1.222 21.7% 0.156 2.8% 33% False False 5,988
60 6.462 5.240 1.222 21.7% 0.169 3.0% 33% False False 5,840
80 6.462 5.240 1.222 21.7% 0.160 2.8% 33% False False 5,501
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.196
2.618 5.992
1.618 5.867
1.000 5.790
0.618 5.742
HIGH 5.665
0.618 5.617
0.500 5.603
0.382 5.588
LOW 5.540
0.618 5.463
1.000 5.415
1.618 5.338
2.618 5.213
4.250 5.009
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 5.630 5.606
PP 5.616 5.569
S1 5.603 5.533

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

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