NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 5.332 5.420 0.088 1.7% 5.290
High 5.382 5.425 0.043 0.8% 5.510
Low 5.319 5.225 -0.094 -1.8% 5.223
Close 5.369 5.295 -0.074 -1.4% 5.415
Range 0.063 0.200 0.137 217.5% 0.287
ATR 0.175 0.177 0.002 1.0% 0.000
Volume 3,040 2,897 -143 -4.7% 22,327
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.915 5.805 5.405
R3 5.715 5.605 5.350
R2 5.515 5.515 5.332
R1 5.405 5.405 5.313 5.360
PP 5.315 5.315 5.315 5.293
S1 5.205 5.205 5.277 5.160
S2 5.115 5.115 5.258
S3 4.915 5.005 5.240
S4 4.715 4.805 5.185
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 5.225 0.285 5.4% 0.178 3.4% 25% False True 4,083
10 5.510 4.995 0.515 9.7% 0.192 3.6% 58% False False 4,285
20 5.590 4.942 0.648 12.2% 0.156 3.0% 54% False False 4,168
40 6.170 4.942 1.228 23.2% 0.178 3.4% 29% False False 4,037
60 6.170 4.942 1.228 23.2% 0.186 3.5% 29% False False 3,793
80 6.170 4.942 1.228 23.2% 0.169 3.2% 29% False False 3,399
100 6.170 4.942 1.228 23.2% 0.169 3.2% 29% False False 3,168
120 6.550 4.942 1.608 30.4% 0.168 3.2% 22% False False 2,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.275
2.618 5.949
1.618 5.749
1.000 5.625
0.618 5.549
HIGH 5.425
0.618 5.349
0.500 5.325
0.382 5.301
LOW 5.225
0.618 5.101
1.000 5.025
1.618 4.901
2.618 4.701
4.250 4.375
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 5.325 5.325
PP 5.315 5.315
S1 5.305 5.305

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

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