NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 5.380 5.450 0.070 1.3% 5.735
High 5.437 5.451 0.014 0.3% 5.790
Low 5.356 5.329 -0.027 -0.5% 5.571
Close 5.398 5.342 -0.056 -1.0% 5.584
Range 0.081 0.122 0.041 50.6% 0.219
ATR 0.158 0.156 -0.003 -1.6% 0.000
Volume 9,466 4,760 -4,706 -49.7% 40,995
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.740 5.663 5.409
R3 5.618 5.541 5.376
R2 5.496 5.496 5.364
R1 5.419 5.419 5.353 5.397
PP 5.374 5.374 5.374 5.363
S1 5.297 5.297 5.331 5.275
S2 5.252 5.252 5.320
S3 5.130 5.175 5.308
S4 5.008 5.053 5.275
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 5.658 5.329 0.329 6.2% 0.109 2.0% 4% False True 9,011
10 5.842 5.329 0.513 9.6% 0.120 2.3% 3% False True 8,414
20 6.127 5.329 0.798 14.9% 0.161 3.0% 2% False True 8,020
40 6.127 5.240 0.887 16.6% 0.154 2.9% 11% False False 7,101
60 6.462 5.240 1.222 22.9% 0.166 3.1% 8% False False 6,639
80 6.462 5.240 1.222 22.9% 0.168 3.2% 8% False False 6,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.970
2.618 5.770
1.618 5.648
1.000 5.573
0.618 5.526
HIGH 5.451
0.618 5.404
0.500 5.390
0.382 5.376
LOW 5.329
0.618 5.254
1.000 5.207
1.618 5.132
2.618 5.010
4.250 4.811
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 5.390 5.423
PP 5.374 5.396
S1 5.358 5.369

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

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