NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 4.307 4.015 -0.292 -6.8% 3.886
High 4.354 4.107 -0.247 -5.7% 4.421
Low 3.997 3.931 -0.066 -1.7% 3.853
Close 4.007 3.939 -0.068 -1.7% 3.939
Range 0.357 0.176 -0.181 -50.7% 0.568
ATR 0.237 0.232 -0.004 -1.8% 0.000
Volume 27,899 42,917 15,018 53.8% 169,527
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.520 4.406 4.036
R3 4.344 4.230 3.987
R2 4.168 4.168 3.971
R1 4.054 4.054 3.955 4.023
PP 3.992 3.992 3.992 3.977
S1 3.878 3.878 3.923 3.847
S2 3.816 3.816 3.907
S3 3.640 3.702 3.891
S4 3.464 3.526 3.842
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.775 5.425 4.251
R3 5.207 4.857 4.095
R2 4.639 4.639 4.043
R1 4.289 4.289 3.991 4.464
PP 4.071 4.071 4.071 4.159
S1 3.721 3.721 3.887 3.896
S2 3.503 3.503 3.835
S3 2.935 3.153 3.783
S4 2.367 2.585 3.627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 3.853 0.568 14.4% 0.298 7.6% 15% False False 33,905
10 4.421 3.699 0.722 18.3% 0.245 6.2% 33% False False 24,962
20 4.421 3.584 0.837 21.2% 0.236 6.0% 42% False False 22,009
40 4.933 3.584 1.349 34.2% 0.208 5.3% 26% False False 17,795
60 4.933 3.584 1.349 34.2% 0.221 5.6% 26% False False 16,154
80 4.955 3.584 1.371 34.8% 0.211 5.4% 26% False False 14,258
100 4.978 3.584 1.394 35.4% 0.206 5.2% 25% False False 12,711
120 4.978 3.584 1.394 35.4% 0.199 5.1% 25% False False 11,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.038
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.855
2.618 4.568
1.618 4.392
1.000 4.283
0.618 4.216
HIGH 4.107
0.618 4.040
0.500 4.019
0.382 3.998
LOW 3.931
0.618 3.822
1.000 3.755
1.618 3.646
2.618 3.470
4.250 3.183
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 4.019 4.150
PP 3.992 4.079
S1 3.966 4.009

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

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