NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 4.620 4.700 0.080 1.7% 4.726
High 4.765 4.725 -0.040 -0.8% 4.887
Low 4.598 4.648 0.050 1.1% 4.558
Close 4.760 4.700 -0.060 -1.3% 4.760
Range 0.167 0.077 -0.090 -53.9% 0.329
ATR 0.189 0.183 -0.005 -2.9% 0.000
Volume 6,693 5,033 -1,660 -24.8% 29,964
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.922 4.888 4.742
R3 4.845 4.811 4.721
R2 4.768 4.768 4.714
R1 4.734 4.734 4.707 4.739
PP 4.691 4.691 4.691 4.693
S1 4.657 4.657 4.693 4.662
S2 4.614 4.614 4.686
S3 4.537 4.580 4.679
S4 4.460 4.503 4.658
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.722 5.570 4.941
R3 5.393 5.241 4.850
R2 5.064 5.064 4.820
R1 4.912 4.912 4.790 4.988
PP 4.735 4.735 4.735 4.773
S1 4.583 4.583 4.730 4.659
S2 4.406 4.406 4.700
S3 4.077 4.254 4.670
S4 3.748 3.925 4.579
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.887 4.590 0.297 6.3% 0.188 4.0% 37% False False 5,879
10 4.887 4.314 0.573 12.2% 0.203 4.3% 67% False False 5,959
20 5.010 4.264 0.746 15.9% 0.157 3.3% 58% False False 5,074
40 5.515 4.264 1.251 26.6% 0.175 3.7% 35% False False 4,527
60 5.523 4.264 1.259 26.8% 0.186 3.9% 35% False False 4,175
80 5.523 4.264 1.259 26.8% 0.166 3.5% 35% False False 3,439
100 5.523 4.264 1.259 26.8% 0.163 3.5% 35% False False 3,005
120 5.975 4.264 1.711 36.4% 0.163 3.5% 25% False False 2,667
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.038
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.052
2.618 4.927
1.618 4.850
1.000 4.802
0.618 4.773
HIGH 4.725
0.618 4.696
0.500 4.687
0.382 4.677
LOW 4.648
0.618 4.600
1.000 4.571
1.618 4.523
2.618 4.446
4.250 4.321
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 4.696 4.739
PP 4.691 4.726
S1 4.687 4.713

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

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