NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 5.290 5.365 0.075 1.4% 5.021
High 5.400 5.510 0.110 2.0% 5.412
Low 5.265 5.300 0.035 0.7% 4.942
Close 5.372 5.428 0.056 1.0% 5.316
Range 0.135 0.210 0.075 55.6% 0.470
ATR 0.175 0.178 0.002 1.4% 0.000
Volume 4,372 3,396 -976 -22.3% 22,962
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.043 5.945 5.544
R3 5.833 5.735 5.486
R2 5.623 5.623 5.467
R1 5.525 5.525 5.447 5.574
PP 5.413 5.413 5.413 5.437
S1 5.315 5.315 5.409 5.364
S2 5.203 5.203 5.390
S3 4.993 5.105 5.370
S4 4.783 4.895 5.313
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 5.510 5.015 0.495 9.1% 0.209 3.9% 83% True False 4,238
10 5.510 4.942 0.568 10.5% 0.171 3.2% 86% True False 4,328
20 5.764 4.942 0.822 15.1% 0.152 2.8% 59% False False 4,051
40 6.170 4.942 1.228 22.6% 0.188 3.5% 40% False False 3,997
60 6.170 4.942 1.228 22.6% 0.184 3.4% 40% False False 3,683
80 6.170 4.942 1.228 22.6% 0.167 3.1% 40% False False 3,298
100 6.170 4.942 1.228 22.6% 0.169 3.1% 40% False False 3,090
120 6.550 4.942 1.608 29.6% 0.166 3.1% 30% False False 2,863
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 0.036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.403
2.618 6.060
1.618 5.850
1.000 5.720
0.618 5.640
HIGH 5.510
0.618 5.430
0.500 5.405
0.382 5.380
LOW 5.300
0.618 5.170
1.000 5.090
1.618 4.960
2.618 4.750
4.250 4.408
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 5.420 5.408
PP 5.413 5.387
S1 5.405 5.367

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

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