NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 6.033 5.766 -0.267 -4.4% 5.601
High 6.034 5.842 -0.192 -3.2% 6.127
Low 5.736 5.692 -0.044 -0.8% 5.601
Close 5.744 5.702 -0.042 -0.7% 5.702
Range 0.298 0.150 -0.148 -49.7% 0.526
ATR 0.194 0.191 -0.003 -1.6% 0.000
Volume 6,929 9,018 2,089 30.1% 46,244
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.195 6.099 5.785
R3 6.045 5.949 5.743
R2 5.895 5.895 5.730
R1 5.799 5.799 5.716 5.772
PP 5.745 5.745 5.745 5.732
S1 5.649 5.649 5.688 5.622
S2 5.595 5.595 5.675
S3 5.445 5.499 5.661
S4 5.295 5.349 5.620
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 7.388 7.071 5.991
R3 6.862 6.545 5.847
R2 6.336 6.336 5.798
R1 6.019 6.019 5.750 6.178
PP 5.810 5.810 5.810 5.889
S1 5.493 5.493 5.654 5.652
S2 5.284 5.284 5.606
S3 4.758 4.967 5.557
S4 4.232 4.441 5.413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.127 5.601 0.526 9.2% 0.248 4.4% 19% False False 9,248
10 6.127 5.377 0.750 13.2% 0.202 3.5% 43% False False 7,587
20 6.127 5.240 0.887 15.6% 0.189 3.3% 52% False False 7,592
40 6.462 5.240 1.222 21.4% 0.166 2.9% 38% False False 6,456
60 6.462 5.240 1.222 21.4% 0.173 3.0% 38% False False 6,055
80 6.462 5.240 1.222 21.4% 0.167 2.9% 38% False False 5,846
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.480
2.618 6.235
1.618 6.085
1.000 5.992
0.618 5.935
HIGH 5.842
0.618 5.785
0.500 5.767
0.382 5.749
LOW 5.692
0.618 5.599
1.000 5.542
1.618 5.449
2.618 5.299
4.250 5.055
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 5.767 5.863
PP 5.745 5.809
S1 5.724 5.756

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

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