NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 3.819 3.839 0.020 0.5% 3.440
High 3.925 3.888 -0.037 -0.9% 3.926
Low 3.665 3.753 0.088 2.4% 3.366
Close 3.838 3.846 0.008 0.2% 3.816
Range 0.260 0.135 -0.125 -48.1% 0.560
ATR 0.212 0.206 -0.005 -2.6% 0.000
Volume 54,384 75,255 20,871 38.4% 270,743
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.234 4.175 3.920
R3 4.099 4.040 3.883
R2 3.964 3.964 3.871
R1 3.905 3.905 3.858 3.935
PP 3.829 3.829 3.829 3.844
S1 3.770 3.770 3.834 3.800
S2 3.694 3.694 3.821
S3 3.559 3.635 3.809
S4 3.424 3.500 3.772
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.383 5.159 4.124
R3 4.823 4.599 3.970
R2 4.263 4.263 3.919
R1 4.039 4.039 3.867 4.151
PP 3.703 3.703 3.703 3.759
S1 3.479 3.479 3.765 3.591
S2 3.143 3.143 3.713
S3 2.583 2.919 3.662
S4 2.023 2.359 3.508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.926 3.400 0.526 13.7% 0.264 6.9% 85% False False 67,298
10 3.926 3.366 0.560 14.6% 0.193 5.0% 86% False False 48,408
20 4.261 3.366 0.895 23.3% 0.182 4.7% 54% False False 34,310
40 4.716 3.366 1.350 35.1% 0.221 5.7% 36% False False 25,991
60 4.830 3.366 1.464 38.1% 0.219 5.7% 33% False False 19,438
80 4.830 3.366 1.464 38.1% 0.194 5.1% 33% False False 15,187
100 4.860 3.366 1.494 38.8% 0.195 5.1% 32% False False 12,532
120 5.392 3.366 2.026 52.7% 0.193 5.0% 24% False False 10,654
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.462
2.618 4.241
1.618 4.106
1.000 4.023
0.618 3.971
HIGH 3.888
0.618 3.836
0.500 3.821
0.382 3.805
LOW 3.753
0.618 3.670
1.000 3.618
1.618 3.535
2.618 3.400
4.250 3.179
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 3.838 3.829
PP 3.829 3.812
S1 3.821 3.796

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

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