NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 5.650 5.573 -0.077 -1.4% 5.330
High 5.650 5.680 0.030 0.5% 5.694
Low 5.509 5.572 0.063 1.1% 5.240
Close 5.622 5.647 0.025 0.4% 5.596
Range 0.141 0.108 -0.033 -23.4% 0.454
ATR 0.166 0.162 -0.004 -2.5% 0.000
Volume 8,041 7,934 -107 -1.3% 36,178
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.957 5.910 5.706
R3 5.849 5.802 5.677
R2 5.741 5.741 5.667
R1 5.694 5.694 5.657 5.718
PP 5.633 5.633 5.633 5.645
S1 5.586 5.586 5.637 5.610
S2 5.525 5.525 5.627
S3 5.417 5.478 5.617
S4 5.309 5.370 5.588
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.872 6.688 5.846
R3 6.418 6.234 5.721
R2 5.964 5.964 5.679
R1 5.780 5.780 5.638 5.872
PP 5.510 5.510 5.510 5.556
S1 5.326 5.326 5.554 5.418
S2 5.056 5.056 5.513
S3 4.602 4.872 5.471
S4 4.148 4.418 5.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.694 5.283 0.411 7.3% 0.193 3.4% 89% False False 8,254
10 5.694 5.240 0.454 8.0% 0.140 2.5% 90% False False 7,179
20 6.073 5.240 0.833 14.8% 0.132 2.3% 49% False False 6,027
40 6.462 5.240 1.222 21.6% 0.167 3.0% 33% False False 5,758
60 6.462 5.240 1.222 21.6% 0.167 3.0% 33% False False 5,534
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.139
2.618 5.963
1.618 5.855
1.000 5.788
0.618 5.747
HIGH 5.680
0.618 5.639
0.500 5.626
0.382 5.613
LOW 5.572
0.618 5.505
1.000 5.464
1.618 5.397
2.618 5.289
4.250 5.113
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 5.640 5.626
PP 5.633 5.605
S1 5.626 5.585

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

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