NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 4.716 4.583 -0.133 -2.8% 4.726
High 4.744 4.594 -0.150 -3.2% 4.887
Low 4.546 4.404 -0.142 -3.1% 4.558
Close 4.618 4.494 -0.124 -2.7% 4.760
Range 0.198 0.190 -0.008 -4.0% 0.329
ATR 0.185 0.187 0.002 1.1% 0.000
Volume 5,089 5,365 276 5.4% 29,964
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.067 4.971 4.599
R3 4.877 4.781 4.546
R2 4.687 4.687 4.529
R1 4.591 4.591 4.511 4.544
PP 4.497 4.497 4.497 4.474
S1 4.401 4.401 4.477 4.354
S2 4.307 4.307 4.459
S3 4.117 4.211 4.442
S4 3.927 4.021 4.390
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 4.404 0.483 10.7% 0.186 4.1% 19% False True 5,762
10 4.887 4.334 0.553 12.3% 0.208 4.6% 29% False False 5,789
20 4.887 4.264 0.623 13.9% 0.162 3.6% 37% False False 5,315
40 5.515 4.264 1.251 27.8% 0.173 3.8% 18% False False 4,620
60 5.523 4.264 1.259 28.0% 0.186 4.1% 18% False False 4,264
80 5.523 4.264 1.259 28.0% 0.169 3.8% 18% False False 3,538
100 5.523 4.264 1.259 28.0% 0.164 3.7% 18% False False 3,096
120 5.975 4.264 1.711 38.1% 0.163 3.6% 13% False False 2,734
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.402
2.618 5.091
1.618 4.901
1.000 4.784
0.618 4.711
HIGH 4.594
0.618 4.521
0.500 4.499
0.382 4.477
LOW 4.404
0.618 4.287
1.000 4.214
1.618 4.097
2.618 3.907
4.250 3.597
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 4.499 4.574
PP 4.497 4.547
S1 4.496 4.521

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

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