NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 5.751 5.647 -0.104 -1.8% 5.601
High 5.785 5.723 -0.062 -1.1% 6.127
Low 5.630 5.613 -0.017 -0.3% 5.601
Close 5.657 5.662 0.005 0.1% 5.702
Range 0.155 0.110 -0.045 -29.0% 0.526
ATR 0.183 0.178 -0.005 -2.8% 0.000
Volume 7,223 6,949 -274 -3.8% 46,244
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.996 5.939 5.723
R3 5.886 5.829 5.692
R2 5.776 5.776 5.682
R1 5.719 5.719 5.672 5.748
PP 5.666 5.666 5.666 5.680
S1 5.609 5.609 5.652 5.638
S2 5.556 5.556 5.642
S3 5.446 5.499 5.632
S4 5.336 5.389 5.602
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 5.613 0.421 7.4% 0.165 2.9% 12% False True 7,113
10 6.127 5.445 0.682 12.0% 0.198 3.5% 32% False False 8,203
20 6.127 5.302 0.825 14.6% 0.188 3.3% 44% False False 7,673
40 6.379 5.240 1.139 20.1% 0.160 2.8% 37% False False 6,445
60 6.462 5.240 1.222 21.6% 0.172 3.0% 35% False False 6,154
80 6.462 5.240 1.222 21.6% 0.167 3.0% 35% False False 5,921
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.191
2.618 6.011
1.618 5.901
1.000 5.833
0.618 5.791
HIGH 5.723
0.618 5.681
0.500 5.668
0.382 5.655
LOW 5.613
0.618 5.545
1.000 5.503
1.618 5.435
2.618 5.325
4.250 5.146
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 5.668 5.702
PP 5.666 5.688
S1 5.664 5.675

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

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