NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 3.632 3.991 0.359 9.9% 3.844
High 4.162 4.060 -0.102 -2.5% 3.844
Low 3.596 3.868 0.272 7.6% 3.459
Close 4.031 4.001 -0.030 -0.7% 3.653
Range 0.566 0.192 -0.374 -66.1% 0.385
ATR 0.244 0.240 -0.004 -1.5% 0.000
Volume 80,278 147,816 67,538 84.1% 362,285
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.552 4.469 4.107
R3 4.360 4.277 4.054
R2 4.168 4.168 4.036
R1 4.085 4.085 4.019 4.127
PP 3.976 3.976 3.976 3.997
S1 3.893 3.893 3.983 3.935
S2 3.784 3.784 3.966
S3 3.592 3.701 3.948
S4 3.400 3.509 3.895
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.807 4.615 3.865
R3 4.422 4.230 3.759
R2 4.037 4.037 3.724
R1 3.845 3.845 3.688 3.749
PP 3.652 3.652 3.652 3.604
S1 3.460 3.460 3.618 3.364
S2 3.267 3.267 3.582
S3 2.882 3.075 3.547
S4 2.497 2.690 3.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.162 3.459 0.703 17.6% 0.295 7.4% 77% False False 96,532
10 4.162 3.459 0.703 17.6% 0.263 6.6% 77% False False 76,469
20 4.162 3.366 0.796 19.9% 0.228 5.7% 80% False False 62,439
40 4.716 3.366 1.350 33.7% 0.219 5.5% 47% False False 41,638
60 4.830 3.366 1.464 36.6% 0.230 5.8% 43% False False 31,320
80 4.830 3.366 1.464 36.6% 0.211 5.3% 43% False False 24,474
100 4.860 3.366 1.494 37.3% 0.205 5.1% 43% False False 19,958
120 5.029 3.366 1.663 41.6% 0.198 4.9% 38% False False 16,925
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 0.033
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.876
2.618 4.563
1.618 4.371
1.000 4.252
0.618 4.179
HIGH 4.060
0.618 3.987
0.500 3.964
0.382 3.941
LOW 3.868
0.618 3.749
1.000 3.676
1.618 3.557
2.618 3.365
4.250 3.052
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 3.989 3.953
PP 3.976 3.904
S1 3.964 3.856

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

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