NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 4.489 4.684 0.195 4.3% 4.700
High 4.711 4.698 -0.013 -0.3% 4.744
Low 4.461 4.559 0.098 2.2% 4.404
Close 4.703 4.656 -0.047 -1.0% 4.656
Range 0.250 0.139 -0.111 -44.4% 0.340
ATR 0.191 0.188 -0.003 -1.8% 0.000
Volume 6,823 7,071 248 3.6% 29,381
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.055 4.994 4.732
R3 4.916 4.855 4.694
R2 4.777 4.777 4.681
R1 4.716 4.716 4.669 4.677
PP 4.638 4.638 4.638 4.618
S1 4.577 4.577 4.643 4.538
S2 4.499 4.499 4.631
S3 4.360 4.438 4.618
S4 4.221 4.299 4.580
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.621 5.479 4.843
R3 5.281 5.139 4.750
R2 4.941 4.941 4.718
R1 4.799 4.799 4.687 4.700
PP 4.601 4.601 4.601 4.552
S1 4.459 4.459 4.625 4.360
S2 4.261 4.261 4.594
S3 3.921 4.119 4.563
S4 3.581 3.779 4.469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.744 4.404 0.340 7.3% 0.171 3.7% 74% False False 5,876
10 4.887 4.404 0.483 10.4% 0.192 4.1% 52% False False 5,934
20 4.887 4.264 0.623 13.4% 0.171 3.7% 63% False False 5,659
40 5.515 4.264 1.251 26.9% 0.169 3.6% 31% False False 4,801
60 5.523 4.264 1.259 27.0% 0.184 3.9% 31% False False 4,390
80 5.523 4.264 1.259 27.0% 0.172 3.7% 31% False False 3,694
100 5.523 4.264 1.259 27.0% 0.166 3.6% 31% False False 3,211
120 5.880 4.264 1.616 34.7% 0.163 3.5% 24% False False 2,832
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.289
2.618 5.062
1.618 4.923
1.000 4.837
0.618 4.784
HIGH 4.698
0.618 4.645
0.500 4.629
0.382 4.612
LOW 4.559
0.618 4.473
1.000 4.420
1.618 4.334
2.618 4.195
4.250 3.968
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 4.647 4.623
PP 4.638 4.590
S1 4.629 4.558

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

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