NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 5.620 5.725 0.105 1.9% 5.332
High 5.774 5.799 0.025 0.4% 5.425
Low 5.620 5.485 -0.135 -2.4% 5.093
Close 5.747 5.485 -0.262 -4.6% 5.358
Range 0.154 0.314 0.160 103.9% 0.332
ATR 0.199 0.207 0.008 4.1% 0.000
Volume 8,155 6,568 -1,587 -19.5% 21,068
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.532 6.322 5.658
R3 6.218 6.008 5.571
R2 5.904 5.904 5.543
R1 5.694 5.694 5.514 5.642
PP 5.590 5.590 5.590 5.564
S1 5.380 5.380 5.456 5.328
S2 5.276 5.276 5.427
S3 4.962 5.066 5.399
S4 4.648 4.752 5.312
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 5.252 0.608 11.1% 0.252 4.6% 38% False False 8,101
10 5.860 5.093 0.767 14.0% 0.211 3.8% 51% False False 6,085
20 5.860 4.942 0.918 16.7% 0.199 3.6% 59% False False 5,236
40 6.170 4.942 1.228 22.4% 0.182 3.3% 44% False False 4,585
60 6.170 4.942 1.228 22.4% 0.190 3.5% 44% False False 4,232
80 6.170 4.942 1.228 22.4% 0.180 3.3% 44% False False 3,875
100 6.170 4.942 1.228 22.4% 0.178 3.2% 44% False False 3,566
120 6.170 4.942 1.228 22.4% 0.172 3.1% 44% False False 3,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.134
2.618 6.621
1.618 6.307
1.000 6.113
0.618 5.993
HIGH 5.799
0.618 5.679
0.500 5.642
0.382 5.605
LOW 5.485
0.618 5.291
1.000 5.171
1.618 4.977
2.618 4.663
4.250 4.151
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 5.642 5.642
PP 5.590 5.590
S1 5.537 5.537

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

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