NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 5.550 5.516 -0.034 -0.6% 5.735
High 5.561 5.516 -0.045 -0.8% 5.790
Low 5.439 5.385 -0.054 -1.0% 5.571
Close 5.477 5.395 -0.082 -1.5% 5.584
Range 0.122 0.131 0.009 7.4% 0.219
ATR 0.167 0.164 -0.003 -1.5% 0.000
Volume 10,820 9,082 -1,738 -16.1% 40,995
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.825 5.741 5.467
R3 5.694 5.610 5.431
R2 5.563 5.563 5.419
R1 5.479 5.479 5.407 5.456
PP 5.432 5.432 5.432 5.420
S1 5.348 5.348 5.383 5.325
S2 5.301 5.301 5.371
S3 5.170 5.217 5.359
S4 5.039 5.086 5.323
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 5.733 5.385 0.348 6.5% 0.117 2.2% 3% False True 9,645
10 6.034 5.385 0.649 12.0% 0.141 2.6% 2% False True 8,596
20 6.127 5.377 0.750 13.9% 0.173 3.2% 2% False False 8,029
40 6.127 5.240 0.887 16.4% 0.153 2.8% 17% False False 7,028
60 6.462 5.240 1.222 22.7% 0.169 3.1% 13% False False 6,515
80 6.462 5.240 1.222 22.7% 0.168 3.1% 13% False False 6,157
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 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.073
2.618 5.859
1.618 5.728
1.000 5.647
0.618 5.597
HIGH 5.516
0.618 5.466
0.500 5.451
0.382 5.435
LOW 5.385
0.618 5.304
1.000 5.254
1.618 5.173
2.618 5.042
4.250 4.828
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 5.451 5.522
PP 5.432 5.479
S1 5.414 5.437

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

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