NYMEX Natural Gas Future November 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 4.978 5.048 0.070 1.4% 4.700
High 5.096 5.081 -0.015 -0.3% 4.744
Low 4.922 4.760 -0.162 -3.3% 4.404
Close 5.057 4.768 -0.289 -5.7% 4.656
Range 0.174 0.321 0.147 84.5% 0.340
ATR 0.206 0.214 0.008 4.0% 0.000
Volume 13,677 8,482 -5,195 -38.0% 29,381
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.833 5.621 4.945
R3 5.512 5.300 4.856
R2 5.191 5.191 4.827
R1 4.979 4.979 4.797 4.925
PP 4.870 4.870 4.870 4.842
S1 4.658 4.658 4.739 4.604
S2 4.549 4.549 4.709
S3 4.228 4.337 4.680
S4 3.907 4.016 4.591
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 5.133 4.559 0.574 12.0% 0.263 5.5% 36% False False 10,586
10 5.133 4.404 0.729 15.3% 0.220 4.6% 50% False False 8,193
20 5.133 4.264 0.869 18.2% 0.205 4.3% 58% False False 6,924
40 5.515 4.264 1.251 26.2% 0.181 3.8% 40% False False 5,594
60 5.515 4.264 1.251 26.2% 0.190 4.0% 40% False False 4,880
80 5.523 4.264 1.259 26.4% 0.180 3.8% 40% False False 4,230
100 5.523 4.264 1.259 26.4% 0.173 3.6% 40% False False 3,633
120 5.523 4.264 1.259 26.4% 0.167 3.5% 40% False False 3,185
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 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.445
2.618 5.921
1.618 5.600
1.000 5.402
0.618 5.279
HIGH 5.081
0.618 4.958
0.500 4.921
0.382 4.883
LOW 4.760
0.618 4.562
1.000 4.439
1.618 4.241
2.618 3.920
4.250 3.396
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 4.921 4.928
PP 4.870 4.875
S1 4.819 4.821

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

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