NYMEX Natural Gas Future October 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 3.886 4.250 0.364 9.4% 4.040
High 4.421 4.330 -0.091 -2.1% 4.055
Low 3.853 4.139 0.286 7.4% 3.699
Close 4.285 4.275 -0.010 -0.2% 3.909
Range 0.568 0.191 -0.377 -66.4% 0.356
ATR 0.233 0.230 -0.003 -1.3% 0.000
Volume 23,243 45,013 21,770 93.7% 80,101
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.821 4.739 4.380
R3 4.630 4.548 4.328
R2 4.439 4.439 4.310
R1 4.357 4.357 4.293 4.398
PP 4.248 4.248 4.248 4.269
S1 4.166 4.166 4.257 4.207
S2 4.057 4.057 4.240
S3 3.866 3.975 4.222
S4 3.675 3.784 4.170
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.956 4.788 4.105
R3 4.600 4.432 4.007
R2 4.244 4.244 3.974
R1 4.076 4.076 3.942 3.982
PP 3.888 3.888 3.888 3.841
S1 3.720 3.720 3.876 3.626
S2 3.532 3.532 3.844
S3 3.176 3.364 3.811
S4 2.820 3.008 3.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 3.699 0.722 16.9% 0.285 6.7% 80% False False 24,543
10 4.421 3.699 0.722 16.9% 0.248 5.8% 80% False False 20,444
20 4.421 3.584 0.837 19.6% 0.215 5.0% 83% False False 19,424
40 4.933 3.584 1.349 31.6% 0.209 4.9% 51% False False 16,510
60 4.955 3.584 1.371 32.1% 0.222 5.2% 50% False False 15,182
80 4.955 3.584 1.371 32.1% 0.206 4.8% 50% False False 13,202
100 4.978 3.584 1.394 32.6% 0.203 4.7% 50% False False 11,869
120 5.140 3.584 1.556 36.4% 0.197 4.6% 44% False False 10,900
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.142
2.618 4.830
1.618 4.639
1.000 4.521
0.618 4.448
HIGH 4.330
0.618 4.257
0.500 4.235
0.382 4.212
LOW 4.139
0.618 4.021
1.000 3.948
1.618 3.830
2.618 3.639
4.250 3.327
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 4.262 4.224
PP 4.248 4.172
S1 4.235 4.121

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

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