NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 5.735 5.751 0.016 0.3% 5.601
High 5.790 5.785 -0.005 -0.1% 6.127
Low 5.680 5.630 -0.050 -0.9% 5.601
Close 5.706 5.657 -0.049 -0.9% 5.702
Range 0.110 0.155 0.045 40.9% 0.526
ATR 0.185 0.183 -0.002 -1.2% 0.000
Volume 5,449 7,223 1,774 32.6% 46,244
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.156 6.061 5.742
R3 6.001 5.906 5.700
R2 5.846 5.846 5.685
R1 5.751 5.751 5.671 5.721
PP 5.691 5.691 5.691 5.676
S1 5.596 5.596 5.643 5.566
S2 5.536 5.536 5.629
S3 5.381 5.441 5.614
S4 5.226 5.286 5.572
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 5.630 0.404 7.1% 0.165 2.9% 7% False True 7,548
10 6.127 5.377 0.750 13.3% 0.205 3.6% 37% False False 8,008
20 6.127 5.283 0.844 14.9% 0.192 3.4% 44% False False 7,681
40 6.379 5.240 1.139 20.1% 0.161 2.8% 37% False False 6,476
60 6.462 5.240 1.222 21.6% 0.174 3.1% 34% False False 6,095
80 6.462 5.240 1.222 21.6% 0.167 3.0% 34% False False 5,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.444
2.618 6.191
1.618 6.036
1.000 5.940
0.618 5.881
HIGH 5.785
0.618 5.726
0.500 5.708
0.382 5.689
LOW 5.630
0.618 5.534
1.000 5.475
1.618 5.379
2.618 5.224
4.250 4.971
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 5.708 5.736
PP 5.691 5.710
S1 5.674 5.683

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

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