NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 5.340 5.340 0.000 0.0% 5.332
High 5.364 5.860 0.496 9.2% 5.425
Low 5.252 5.340 0.088 1.7% 5.093
Close 5.358 5.701 0.343 6.4% 5.358
Range 0.112 0.520 0.408 364.3% 0.332
ATR 0.181 0.205 0.024 13.4% 0.000
Volume 6,168 7,636 1,468 23.8% 21,068
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 7.194 6.967 5.987
R3 6.674 6.447 5.844
R2 6.154 6.154 5.796
R1 5.927 5.927 5.749 6.041
PP 5.634 5.634 5.634 5.690
S1 5.407 5.407 5.653 5.521
S2 5.114 5.114 5.606
S3 4.594 4.887 5.558
S4 4.074 4.367 5.415
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.288 6.155 5.541
R3 5.956 5.823 5.449
R2 5.624 5.624 5.419
R1 5.491 5.491 5.388 5.558
PP 5.292 5.292 5.292 5.325
S1 5.159 5.159 5.328 5.226
S2 4.960 4.960 5.297
S3 4.628 4.827 5.267
S4 4.296 4.495 5.175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.860 5.093 0.767 13.5% 0.252 4.4% 79% True False 5,132
10 5.860 5.093 0.767 13.5% 0.208 3.7% 79% True False 4,755
20 5.860 4.942 0.918 16.1% 0.184 3.2% 83% True False 4,546
40 6.170 4.942 1.228 21.5% 0.181 3.2% 62% False False 4,144
60 6.170 4.942 1.228 21.5% 0.190 3.3% 62% False False 3,943
80 6.170 4.942 1.228 21.5% 0.176 3.1% 62% False False 3,605
100 6.170 4.942 1.228 21.5% 0.175 3.1% 62% False False 3,339
120 6.345 4.942 1.403 24.6% 0.170 3.0% 54% False False 3,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 8.070
2.618 7.221
1.618 6.701
1.000 6.380
0.618 6.181
HIGH 5.860
0.618 5.661
0.500 5.600
0.382 5.539
LOW 5.340
0.618 5.019
1.000 4.820
1.618 4.499
2.618 3.979
4.250 3.130
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 5.667 5.636
PP 5.634 5.571
S1 5.600 5.506

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

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