NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 4.235 4.307 0.072 1.7% 4.040
High 4.368 4.354 -0.014 -0.3% 4.055
Low 4.172 3.997 -0.175 -4.2% 3.699
Close 4.328 4.007 -0.321 -7.4% 3.909
Range 0.196 0.357 0.161 82.1% 0.356
ATR 0.228 0.237 0.009 4.1% 0.000
Volume 30,455 27,899 -2,556 -8.4% 80,101
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.190 4.956 4.203
R3 4.833 4.599 4.105
R2 4.476 4.476 4.072
R1 4.242 4.242 4.040 4.181
PP 4.119 4.119 4.119 4.089
S1 3.885 3.885 3.974 3.824
S2 3.762 3.762 3.942
S3 3.405 3.528 3.909
S4 3.048 3.171 3.811
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 3.821 0.600 15.0% 0.298 7.4% 31% False False 29,973
10 4.421 3.699 0.722 18.0% 0.245 6.1% 43% False False 22,709
20 4.421 3.584 0.837 20.9% 0.233 5.8% 51% False False 20,560
40 4.933 3.584 1.349 33.7% 0.209 5.2% 31% False False 17,318
60 4.933 3.584 1.349 33.7% 0.221 5.5% 31% False False 15,702
80 4.955 3.584 1.371 34.2% 0.210 5.2% 31% False False 13,797
100 4.978 3.584 1.394 34.8% 0.206 5.1% 30% False False 12,328
120 4.978 3.584 1.394 34.8% 0.199 5.0% 30% False False 11,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.871
2.618 5.289
1.618 4.932
1.000 4.711
0.618 4.575
HIGH 4.354
0.618 4.218
0.500 4.176
0.382 4.133
LOW 3.997
0.618 3.776
1.000 3.640
1.618 3.419
2.618 3.062
4.250 2.480
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 4.176 4.183
PP 4.119 4.124
S1 4.063 4.066

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

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