NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 5.650 5.620 -0.030 -0.5% 5.332
High 5.730 5.774 0.044 0.8% 5.425
Low 5.568 5.620 0.052 0.9% 5.093
Close 5.693 5.747 0.054 0.9% 5.358
Range 0.162 0.154 -0.008 -4.9% 0.332
ATR 0.202 0.199 -0.003 -1.7% 0.000
Volume 11,979 8,155 -3,824 -31.9% 21,068
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.176 6.115 5.832
R3 6.022 5.961 5.789
R2 5.868 5.868 5.775
R1 5.807 5.807 5.761 5.838
PP 5.714 5.714 5.714 5.729
S1 5.653 5.653 5.733 5.684
S2 5.560 5.560 5.719
S3 5.406 5.499 5.705
S4 5.252 5.345 5.662
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 5.152 0.708 12.3% 0.240 4.2% 84% False False 7,960
10 5.860 5.093 0.767 13.3% 0.206 3.6% 85% False False 5,992
20 5.860 4.942 0.918 16.0% 0.188 3.3% 88% False False 5,160
40 6.170 4.942 1.228 21.4% 0.180 3.1% 66% False False 4,514
60 6.170 4.942 1.228 21.4% 0.190 3.3% 66% False False 4,193
80 6.170 4.942 1.228 21.4% 0.177 3.1% 66% False False 3,816
100 6.170 4.942 1.228 21.4% 0.176 3.1% 66% False False 3,510
120 6.170 4.942 1.228 21.4% 0.171 3.0% 66% False False 3,212
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 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.429
2.618 6.177
1.618 6.023
1.000 5.928
0.618 5.869
HIGH 5.774
0.618 5.715
0.500 5.697
0.382 5.679
LOW 5.620
0.618 5.525
1.000 5.466
1.618 5.371
2.618 5.217
4.250 4.966
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 5.730 5.698
PP 5.714 5.649
S1 5.697 5.600

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

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