NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 5.315 5.332 0.017 0.3% 5.290
High 5.415 5.382 -0.033 -0.6% 5.510
Low 5.258 5.319 0.061 1.2% 5.223
Close 5.415 5.369 -0.046 -0.8% 5.415
Range 0.157 0.063 -0.094 -59.9% 0.287
ATR 0.182 0.175 -0.006 -3.4% 0.000
Volume 5,450 3,040 -2,410 -44.2% 22,327
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.546 5.520 5.404
R3 5.483 5.457 5.386
R2 5.420 5.420 5.381
R1 5.394 5.394 5.375 5.407
PP 5.357 5.357 5.357 5.363
S1 5.331 5.331 5.363 5.344
S2 5.294 5.294 5.357
S3 5.231 5.268 5.352
S4 5.168 5.205 5.334
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.244 6.116 5.573
R3 5.957 5.829 5.494
R2 5.670 5.670 5.468
R1 5.542 5.542 5.441 5.606
PP 5.383 5.383 5.383 5.415
S1 5.255 5.255 5.389 5.319
S2 5.096 5.096 5.362
S3 4.809 4.968 5.336
S4 4.522 4.681 5.257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.510 5.250 0.260 4.8% 0.165 3.1% 46% False False 4,378
10 5.510 4.995 0.515 9.6% 0.186 3.5% 73% False False 4,546
20 5.708 4.942 0.766 14.3% 0.156 2.9% 56% False False 4,140
40 6.170 4.942 1.228 22.9% 0.177 3.3% 35% False False 4,078
60 6.170 4.942 1.228 22.9% 0.187 3.5% 35% False False 3,786
80 6.170 4.942 1.228 22.9% 0.167 3.1% 35% False False 3,390
100 6.170 4.942 1.228 22.9% 0.168 3.1% 35% False False 3,163
120 6.550 4.942 1.608 29.9% 0.167 3.1% 27% False False 2,929
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.043
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 5.650
2.618 5.547
1.618 5.484
1.000 5.445
0.618 5.421
HIGH 5.382
0.618 5.358
0.500 5.351
0.382 5.343
LOW 5.319
0.618 5.280
1.000 5.256
1.618 5.217
2.618 5.154
4.250 5.051
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 5.363 5.380
PP 5.357 5.376
S1 5.351 5.373

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

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