NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 5.624 5.550 -0.074 -1.3% 5.735
High 5.658 5.561 -0.097 -1.7% 5.790
Low 5.571 5.439 -0.132 -2.4% 5.571
Close 5.584 5.477 -0.107 -1.9% 5.584
Range 0.087 0.122 0.035 40.2% 0.219
ATR 0.168 0.167 -0.002 -1.0% 0.000
Volume 10,929 10,820 -109 -1.0% 40,995
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.858 5.790 5.544
R3 5.736 5.668 5.511
R2 5.614 5.614 5.499
R1 5.546 5.546 5.488 5.519
PP 5.492 5.492 5.492 5.479
S1 5.424 5.424 5.466 5.397
S2 5.370 5.370 5.455
S3 5.248 5.302 5.443
S4 5.126 5.180 5.410
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 5.785 5.439 0.346 6.3% 0.122 2.2% 11% False True 9,273
10 6.034 5.439 0.595 10.9% 0.143 2.6% 6% False True 9,014
20 6.127 5.377 0.750 13.7% 0.172 3.1% 13% False False 7,972
40 6.127 5.240 0.887 16.2% 0.153 2.8% 27% False False 6,926
60 6.462 5.240 1.222 22.3% 0.170 3.1% 19% False False 6,403
80 6.462 5.240 1.222 22.3% 0.168 3.1% 19% False False 6,134
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 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.080
2.618 5.880
1.618 5.758
1.000 5.683
0.618 5.636
HIGH 5.561
0.618 5.514
0.500 5.500
0.382 5.486
LOW 5.439
0.618 5.364
1.000 5.317
1.618 5.242
2.618 5.120
4.250 4.921
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 5.500 5.586
PP 5.492 5.550
S1 5.485 5.513

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

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