NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 5.766 5.735 -0.031 -0.5% 5.601
High 5.842 5.790 -0.052 -0.9% 6.127
Low 5.692 5.680 -0.012 -0.2% 5.601
Close 5.702 5.706 0.004 0.1% 5.702
Range 0.150 0.110 -0.040 -26.7% 0.526
ATR 0.191 0.185 -0.006 -3.0% 0.000
Volume 9,018 5,449 -3,569 -39.6% 46,244
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.055 5.991 5.767
R3 5.945 5.881 5.736
R2 5.835 5.835 5.726
R1 5.771 5.771 5.716 5.748
PP 5.725 5.725 5.725 5.714
S1 5.661 5.661 5.696 5.638
S2 5.615 5.615 5.686
S3 5.505 5.551 5.676
S4 5.395 5.441 5.646
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 6.034 5.680 0.354 6.2% 0.165 2.9% 7% False True 8,756
10 6.127 5.377 0.750 13.1% 0.205 3.6% 44% False False 7,726
20 6.127 5.283 0.844 14.8% 0.190 3.3% 50% False False 7,629
40 6.462 5.240 1.222 21.4% 0.164 2.9% 38% False False 6,461
60 6.462 5.240 1.222 21.4% 0.173 3.0% 38% False False 6,046
80 6.462 5.240 1.222 21.4% 0.166 2.9% 38% False False 5,871
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.258
2.618 6.078
1.618 5.968
1.000 5.900
0.618 5.858
HIGH 5.790
0.618 5.748
0.500 5.735
0.382 5.722
LOW 5.680
0.618 5.612
1.000 5.570
1.618 5.502
2.618 5.392
4.250 5.213
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 5.735 5.857
PP 5.725 5.807
S1 5.716 5.756

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

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