NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 5.601 5.911 0.310 5.5% 5.622
High 6.127 5.990 -0.137 -2.2% 5.688
Low 5.601 5.836 0.235 4.2% 5.377
Close 5.963 5.951 -0.012 -0.2% 5.643
Range 0.526 0.154 -0.372 -70.7% 0.311
ATR 0.194 0.192 -0.003 -1.5% 0.000
Volume 7,911 13,261 5,350 67.6% 29,629
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.388 6.323 6.036
R3 6.234 6.169 5.993
R2 6.080 6.080 5.979
R1 6.015 6.015 5.965 6.048
PP 5.926 5.926 5.926 5.942
S1 5.861 5.861 5.937 5.894
S2 5.772 5.772 5.923
S3 5.618 5.707 5.909
S4 5.464 5.553 5.866
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% 0.245 4.1% 77% False False 8,468
10 6.127 5.377 0.750 12.6% 0.206 3.5% 77% False False 7,462
20 6.127 5.240 0.887 14.9% 0.173 2.9% 80% False False 7,320
40 6.462 5.240 1.222 20.5% 0.166 2.8% 58% False False 6,245
60 6.462 5.240 1.222 20.5% 0.175 2.9% 58% False False 5,974
80 6.462 5.240 1.222 20.5% 0.164 2.8% 58% False False 5,696
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.645
2.618 6.393
1.618 6.239
1.000 6.144
0.618 6.085
HIGH 5.990
0.618 5.931
0.500 5.913
0.382 5.895
LOW 5.836
0.618 5.741
1.000 5.682
1.618 5.587
2.618 5.433
4.250 5.182
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 5.938 5.912
PP 5.926 5.873
S1 5.913 5.834

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

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