NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 5.374 5.335 -0.039 -0.7% 5.275
High 5.374 5.351 -0.023 -0.4% 5.449
Low 5.229 5.195 -0.034 -0.7% 5.195
Close 5.334 5.211 -0.123 -2.3% 5.211
Range 0.145 0.156 0.011 7.6% 0.254
ATR 0.146 0.146 0.001 0.5% 0.000
Volume 7,113 10,801 3,688 51.8% 43,434
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.720 5.622 5.297
R3 5.564 5.466 5.254
R2 5.408 5.408 5.240
R1 5.310 5.310 5.225 5.281
PP 5.252 5.252 5.252 5.238
S1 5.154 5.154 5.197 5.125
S2 5.096 5.096 5.182
S3 4.940 4.998 5.168
S4 4.784 4.842 5.125
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.047 5.883 5.351
R3 5.793 5.629 5.281
R2 5.539 5.539 5.258
R1 5.375 5.375 5.234 5.330
PP 5.285 5.285 5.285 5.263
S1 5.121 5.121 5.188 5.076
S2 5.031 5.031 5.164
S3 4.777 4.867 5.141
S4 4.523 4.613 5.071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.449 5.195 0.254 4.9% 0.133 2.5% 6% False True 8,686
10 5.561 5.195 0.366 7.0% 0.122 2.3% 4% False True 8,706
20 6.127 5.195 0.932 17.9% 0.153 2.9% 2% False True 8,715
40 6.127 5.195 0.932 17.9% 0.154 3.0% 2% False True 7,799
60 6.462 5.195 1.267 24.3% 0.155 3.0% 1% False True 6,897
80 6.462 5.195 1.267 24.3% 0.165 3.2% 1% False True 6,558
100 6.462 5.195 1.267 24.3% 0.158 3.0% 1% False True 6,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.014
2.618 5.759
1.618 5.603
1.000 5.507
0.618 5.447
HIGH 5.351
0.618 5.291
0.500 5.273
0.382 5.255
LOW 5.195
0.618 5.099
1.000 5.039
1.618 4.943
2.618 4.787
4.250 4.532
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 5.273 5.294
PP 5.252 5.266
S1 5.232 5.239

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

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