NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 5.516 5.380 -0.136 -2.5% 5.735
High 5.516 5.437 -0.079 -1.4% 5.790
Low 5.385 5.356 -0.029 -0.5% 5.571
Close 5.395 5.398 0.003 0.1% 5.584
Range 0.131 0.081 -0.050 -38.2% 0.219
ATR 0.164 0.158 -0.006 -3.6% 0.000
Volume 9,082 9,466 384 4.2% 40,995
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.640 5.600 5.443
R3 5.559 5.519 5.420
R2 5.478 5.478 5.413
R1 5.438 5.438 5.405 5.458
PP 5.397 5.397 5.397 5.407
S1 5.357 5.357 5.391 5.377
S2 5.316 5.316 5.383
S3 5.235 5.276 5.376
S4 5.154 5.195 5.353
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 5.356 0.377 7.0% 0.111 2.1% 11% False True 10,148
10 6.034 5.356 0.678 12.6% 0.138 2.6% 6% False True 8,631
20 6.127 5.356 0.771 14.3% 0.167 3.1% 5% False True 8,196
40 6.127 5.240 0.887 16.4% 0.153 2.8% 18% False False 7,123
60 6.462 5.240 1.222 22.6% 0.169 3.1% 13% False False 6,621
80 6.462 5.240 1.222 22.6% 0.168 3.1% 13% False False 6,230
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.032
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.781
2.618 5.649
1.618 5.568
1.000 5.518
0.618 5.487
HIGH 5.437
0.618 5.406
0.500 5.397
0.382 5.387
LOW 5.356
0.618 5.306
1.000 5.275
1.618 5.225
2.618 5.144
4.250 5.012
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 5.398 5.459
PP 5.397 5.438
S1 5.397 5.418

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

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