NYMEX Natural Gas Future October 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 4.000 4.012 0.012 0.3% 3.662
High 4.121 4.097 -0.024 -0.6% 4.136
Low 3.891 3.960 0.069 1.8% 3.584
Close 4.045 4.058 0.013 0.3% 4.028
Range 0.230 0.137 -0.093 -40.4% 0.552
ATR 0.204 0.199 -0.005 -2.3% 0.000
Volume 15,831 16,959 1,128 7.1% 101,685
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.449 4.391 4.133
R3 4.312 4.254 4.096
R2 4.175 4.175 4.083
R1 4.117 4.117 4.071 4.146
PP 4.038 4.038 4.038 4.053
S1 3.980 3.980 4.045 4.009
S2 3.901 3.901 4.033
S3 3.764 3.843 4.020
S4 3.627 3.706 3.983
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.572 5.352 4.332
R3 5.020 4.800 4.180
R2 4.468 4.468 4.129
R1 4.248 4.248 4.079 4.358
PP 3.916 3.916 3.916 3.971
S1 3.696 3.696 3.977 3.806
S2 3.364 3.364 3.927
S3 2.812 3.144 3.876
S4 2.260 2.592 3.724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.136 3.635 0.501 12.3% 0.248 6.1% 84% False False 20,506
10 4.136 3.584 0.552 13.6% 0.183 4.5% 86% False False 18,405
20 4.470 3.584 0.886 21.8% 0.173 4.3% 53% False False 15,237
40 4.933 3.584 1.349 33.2% 0.212 5.2% 35% False False 14,864
60 4.955 3.584 1.371 33.8% 0.213 5.2% 35% False False 13,189
80 4.955 3.584 1.371 33.8% 0.195 4.8% 35% False False 11,389
100 4.978 3.584 1.394 34.4% 0.195 4.8% 34% False False 10,534
120 5.499 3.584 1.915 47.2% 0.196 4.8% 25% False False 9,652
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 0.048
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.679
2.618 4.456
1.618 4.319
1.000 4.234
0.618 4.182
HIGH 4.097
0.618 4.045
0.500 4.029
0.382 4.012
LOW 3.960
0.618 3.875
1.000 3.823
1.618 3.738
2.618 3.601
4.250 3.378
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 4.048 4.043
PP 4.038 4.028
S1 4.029 4.014

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

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