NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 4.980 4.803 -0.177 -3.6% 5.245
High 5.034 4.844 -0.190 -3.8% 5.245
Low 4.806 4.677 -0.129 -2.7% 4.677
Close 4.819 4.800 -0.019 -0.4% 4.800
Range 0.228 0.167 -0.061 -26.8% 0.568
ATR 0.150 0.151 0.001 0.8% 0.000
Volume 17,071 16,707 -364 -2.1% 66,130
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.275 5.204 4.892
R3 5.108 5.037 4.846
R2 4.941 4.941 4.831
R1 4.870 4.870 4.815 4.822
PP 4.774 4.774 4.774 4.750
S1 4.703 4.703 4.785 4.655
S2 4.607 4.607 4.769
S3 4.440 4.536 4.754
S4 4.273 4.369 4.708
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.611 6.274 5.112
R3 6.043 5.706 4.956
R2 5.475 5.475 4.904
R1 5.138 5.138 4.852 5.023
PP 4.907 4.907 4.907 4.850
S1 4.570 4.570 4.748 4.455
S2 4.339 4.339 4.696
S3 3.771 4.002 4.644
S4 3.203 3.434 4.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.245 4.677 0.568 11.8% 0.161 3.3% 22% False True 13,226
10 5.449 4.677 0.772 16.1% 0.147 3.1% 16% False True 10,956
20 5.790 4.677 1.113 23.2% 0.131 2.7% 11% False True 9,709
40 6.127 4.677 1.450 30.2% 0.160 3.3% 8% False True 8,650
60 6.462 4.677 1.785 37.2% 0.155 3.2% 7% False True 7,540
80 6.462 4.677 1.785 37.2% 0.163 3.4% 7% False True 6,969
100 6.462 4.677 1.785 37.2% 0.160 3.3% 7% False True 6,618
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.554
2.618 5.281
1.618 5.114
1.000 5.011
0.618 4.947
HIGH 4.844
0.618 4.780
0.500 4.761
0.382 4.741
LOW 4.677
0.618 4.574
1.000 4.510
1.618 4.407
2.618 4.240
4.250 3.967
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 4.787 4.872
PP 4.774 4.848
S1 4.761 4.824

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

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