NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 4.012 4.058 0.046 1.1% 3.662
High 4.097 4.250 0.153 3.7% 4.136
Low 3.960 3.992 0.032 0.8% 3.584
Close 4.058 4.150 0.092 2.3% 4.028
Range 0.137 0.258 0.121 88.3% 0.552
ATR 0.199 0.203 0.004 2.1% 0.000
Volume 16,959 15,505 -1,454 -8.6% 101,685
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.905 4.785 4.292
R3 4.647 4.527 4.221
R2 4.389 4.389 4.197
R1 4.269 4.269 4.174 4.329
PP 4.131 4.131 4.131 4.161
S1 4.011 4.011 4.126 4.071
S2 3.873 3.873 4.103
S3 3.615 3.753 4.079
S4 3.357 3.495 4.008
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 4.250 3.643 0.607 14.6% 0.249 6.0% 84% True False 20,119
10 4.250 3.584 0.666 16.0% 0.202 4.9% 85% True False 18,246
20 4.470 3.584 0.886 21.3% 0.178 4.3% 64% False False 15,363
40 4.933 3.584 1.349 32.5% 0.216 5.2% 42% False False 14,983
60 4.955 3.584 1.371 33.0% 0.215 5.2% 41% False False 13,365
80 4.955 3.584 1.371 33.0% 0.197 4.7% 41% False False 11,461
100 4.978 3.584 1.394 33.6% 0.195 4.7% 41% False False 10,605
120 5.499 3.584 1.915 46.1% 0.196 4.7% 30% False False 9,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.051
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.347
2.618 4.925
1.618 4.667
1.000 4.508
0.618 4.409
HIGH 4.250
0.618 4.151
0.500 4.121
0.382 4.091
LOW 3.992
0.618 3.833
1.000 3.734
1.618 3.575
2.618 3.317
4.250 2.896
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 4.140 4.124
PP 4.131 4.097
S1 4.121 4.071

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

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