NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 5.308 5.290 -0.018 -0.3% 5.021
High 5.412 5.405 -0.007 -0.1% 5.412
Low 5.199 5.223 0.024 0.5% 4.942
Close 5.316 5.344 0.028 0.5% 5.316
Range 0.213 0.182 -0.031 -14.6% 0.470
ATR 0.178 0.178 0.000 0.2% 0.000
Volume 5,387 3,474 -1,913 -35.5% 22,962
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.870 5.789 5.444
R3 5.688 5.607 5.394
R2 5.506 5.506 5.377
R1 5.425 5.425 5.361 5.466
PP 5.324 5.324 5.324 5.344
S1 5.243 5.243 5.327 5.284
S2 5.142 5.142 5.311
S3 4.960 5.061 5.294
S4 4.778 4.879 5.244
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.633 6.445 5.575
R3 6.163 5.975 5.445
R2 5.693 5.693 5.402
R1 5.505 5.505 5.359 5.599
PP 5.223 5.223 5.223 5.271
S1 5.035 5.035 5.273 5.129
S2 4.753 4.753 5.230
S3 4.283 4.565 5.187
S4 3.813 4.095 5.058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.412 4.995 0.417 7.8% 0.207 3.9% 84% False False 4,714
10 5.412 4.942 0.470 8.8% 0.160 3.0% 86% False False 4,337
20 5.764 4.942 0.822 15.4% 0.151 2.8% 49% False False 4,109
40 6.170 4.942 1.228 23.0% 0.186 3.5% 33% False False 3,914
60 6.170 4.942 1.228 23.0% 0.181 3.4% 33% False False 3,618
80 6.170 4.942 1.228 23.0% 0.167 3.1% 33% False False 3,291
100 6.170 4.942 1.228 23.0% 0.171 3.2% 33% False False 3,038
120 6.550 4.942 1.608 30.1% 0.166 3.1% 25% False False 2,817
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 0.035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.179
2.618 5.881
1.618 5.699
1.000 5.587
0.618 5.517
HIGH 5.405
0.618 5.335
0.500 5.314
0.382 5.293
LOW 5.223
0.618 5.111
1.000 5.041
1.618 4.929
2.618 4.747
4.250 4.450
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 5.334 5.301
PP 5.324 5.257
S1 5.314 5.214

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

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