NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 5.950 6.033 0.083 1.4% 5.622
High 6.030 6.034 0.004 0.1% 5.688
Low 5.917 5.736 -0.181 -3.1% 5.377
Close 6.003 5.744 -0.259 -4.3% 5.643
Range 0.113 0.298 0.185 163.7% 0.311
ATR 0.186 0.194 0.008 4.3% 0.000
Volume 9,125 6,929 -2,196 -24.1% 29,629
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.732 6.536 5.908
R3 6.434 6.238 5.826
R2 6.136 6.136 5.799
R1 5.940 5.940 5.771 5.889
PP 5.838 5.838 5.838 5.813
S1 5.642 5.642 5.717 5.591
S2 5.540 5.540 5.689
S3 5.242 5.344 5.662
S4 4.944 5.046 5.580
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 5.540 0.587 10.2% 0.243 4.2% 35% False False 9,344
10 6.127 5.377 0.750 13.1% 0.201 3.5% 49% False False 7,626
20 6.127 5.240 0.887 15.4% 0.184 3.2% 57% False False 7,460
40 6.462 5.240 1.222 21.3% 0.166 2.9% 41% False False 6,428
60 6.462 5.240 1.222 21.3% 0.174 3.0% 41% False False 6,025
80 6.462 5.240 1.222 21.3% 0.166 2.9% 41% False False 5,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.301
2.618 6.814
1.618 6.516
1.000 6.332
0.618 6.218
HIGH 6.034
0.618 5.920
0.500 5.885
0.382 5.850
LOW 5.736
0.618 5.552
1.000 5.438
1.618 5.254
2.618 4.956
4.250 4.470
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 5.885 5.885
PP 5.838 5.838
S1 5.791 5.791

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

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