NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 5.685 5.624 -0.061 -1.1% 5.735
High 5.733 5.658 -0.075 -1.3% 5.790
Low 5.598 5.571 -0.027 -0.5% 5.571
Close 5.616 5.584 -0.032 -0.6% 5.584
Range 0.135 0.087 -0.048 -35.6% 0.219
ATR 0.175 0.168 -0.006 -3.6% 0.000
Volume 10,445 10,929 484 4.6% 40,995
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.865 5.812 5.632
R3 5.778 5.725 5.608
R2 5.691 5.691 5.600
R1 5.638 5.638 5.592 5.621
PP 5.604 5.604 5.604 5.596
S1 5.551 5.551 5.576 5.534
S2 5.517 5.517 5.568
S3 5.430 5.464 5.560
S4 5.343 5.377 5.536
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.305 6.164 5.704
R3 6.086 5.945 5.644
R2 5.867 5.867 5.624
R1 5.726 5.726 5.604 5.687
PP 5.648 5.648 5.648 5.629
S1 5.507 5.507 5.564 5.468
S2 5.429 5.429 5.544
S3 5.210 5.288 5.524
S4 4.991 5.069 5.464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.790 5.571 0.219 3.9% 0.119 2.1% 6% False True 8,199
10 6.127 5.571 0.556 10.0% 0.184 3.3% 2% False True 8,723
20 6.127 5.377 0.750 13.4% 0.173 3.1% 28% False False 7,833
40 6.127 5.240 0.887 15.9% 0.155 2.8% 39% False False 6,727
60 6.462 5.240 1.222 21.9% 0.169 3.0% 28% False False 6,324
80 6.462 5.240 1.222 21.9% 0.168 3.0% 28% False False 6,063
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6.028
2.618 5.886
1.618 5.799
1.000 5.745
0.618 5.712
HIGH 5.658
0.618 5.625
0.500 5.615
0.382 5.604
LOW 5.571
0.618 5.517
1.000 5.484
1.618 5.430
2.618 5.343
4.250 5.201
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 5.615 5.652
PP 5.604 5.629
S1 5.594 5.607

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

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