NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 5.335 5.245 -0.090 -1.7% 5.275
High 5.351 5.245 -0.106 -2.0% 5.449
Low 5.195 5.090 -0.105 -2.0% 5.195
Close 5.211 5.128 -0.083 -1.6% 5.211
Range 0.156 0.155 -0.001 -0.6% 0.254
ATR 0.146 0.147 0.001 0.4% 0.000
Volume 10,801 10,813 12 0.1% 43,434
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.619 5.529 5.213
R3 5.464 5.374 5.171
R2 5.309 5.309 5.156
R1 5.219 5.219 5.142 5.187
PP 5.154 5.154 5.154 5.138
S1 5.064 5.064 5.114 5.032
S2 4.999 4.999 5.100
S3 4.844 4.909 5.085
S4 4.689 4.754 5.043
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 5.445 5.090 0.355 6.9% 0.127 2.5% 11% False True 8,819
10 5.516 5.090 0.426 8.3% 0.125 2.4% 9% False True 8,705
20 6.034 5.090 0.944 18.4% 0.134 2.6% 4% False True 8,860
40 6.127 5.090 1.037 20.2% 0.153 3.0% 4% False True 7,889
60 6.462 5.090 1.372 26.8% 0.155 3.0% 3% False True 6,975
80 6.462 5.090 1.372 26.8% 0.165 3.2% 3% False True 6,592
100 6.462 5.090 1.372 26.8% 0.158 3.1% 3% False True 6,233
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.904
2.618 5.651
1.618 5.496
1.000 5.400
0.618 5.341
HIGH 5.245
0.618 5.186
0.500 5.168
0.382 5.149
LOW 5.090
0.618 4.994
1.000 4.935
1.618 4.839
2.618 4.684
4.250 4.431
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 5.168 5.232
PP 5.154 5.197
S1 5.141 5.163

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

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