NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 5.662 5.601 -0.061 -1.1% 5.622
High 5.665 6.127 0.462 8.2% 5.688
Low 5.540 5.601 0.061 1.1% 5.377
Close 5.643 5.963 0.320 5.7% 5.643
Range 0.125 0.526 0.401 320.8% 0.311
ATR 0.169 0.194 0.026 15.1% 0.000
Volume 9,496 7,911 -1,585 -16.7% 29,629
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 7.475 7.245 6.252
R3 6.949 6.719 6.108
R2 6.423 6.423 6.059
R1 6.193 6.193 6.011 6.308
PP 5.897 5.897 5.897 5.955
S1 5.667 5.667 5.915 5.782
S2 5.371 5.371 5.867
S3 4.845 5.141 5.818
S4 4.319 4.615 5.674
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 6.127 5.377 0.750 12.6% 0.246 4.1% 78% True False 6,697
10 6.127 5.377 0.750 12.6% 0.201 3.4% 78% True False 6,929
20 6.127 5.240 0.887 14.9% 0.172 2.9% 82% True False 6,918
40 6.462 5.240 1.222 20.5% 0.165 2.8% 59% False False 6,033
60 6.462 5.240 1.222 20.5% 0.175 2.9% 59% False False 5,836
80 6.462 5.240 1.222 20.5% 0.164 2.7% 59% False False 5,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 8.363
2.618 7.504
1.618 6.978
1.000 6.653
0.618 6.452
HIGH 6.127
0.618 5.926
0.500 5.864
0.382 5.802
LOW 5.601
0.618 5.276
1.000 5.075
1.618 4.750
2.618 4.224
4.250 3.366
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 5.930 5.904
PP 5.897 5.845
S1 5.864 5.786

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

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