NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 5.725 5.505 -0.220 -3.8% 5.340
High 5.799 5.585 -0.214 -3.7% 5.860
Low 5.485 5.435 -0.050 -0.9% 5.340
Close 5.485 5.445 -0.040 -0.7% 5.445
Range 0.314 0.150 -0.164 -52.2% 0.520
ATR 0.207 0.203 -0.004 -2.0% 0.000
Volume 6,568 8,008 1,440 21.9% 42,346
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.938 5.842 5.528
R3 5.788 5.692 5.486
R2 5.638 5.638 5.473
R1 5.542 5.542 5.459 5.515
PP 5.488 5.488 5.488 5.475
S1 5.392 5.392 5.431 5.365
S2 5.338 5.338 5.418
S3 5.188 5.242 5.404
S4 5.038 5.092 5.363
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 7.108 6.797 5.731
R3 6.588 6.277 5.588
R2 6.068 6.068 5.540
R1 5.757 5.757 5.493 5.913
PP 5.548 5.548 5.548 5.626
S1 5.237 5.237 5.397 5.393
S2 5.028 5.028 5.350
S3 4.508 4.717 5.302
S4 3.988 4.197 5.159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.860 5.340 0.520 9.6% 0.260 4.8% 20% False False 8,469
10 5.860 5.093 0.767 14.1% 0.210 3.9% 46% False False 6,341
20 5.860 4.942 0.918 16.9% 0.200 3.7% 55% False False 5,435
40 6.170 4.942 1.228 22.6% 0.181 3.3% 41% False False 4,668
60 6.170 4.942 1.228 22.6% 0.189 3.5% 41% False False 4,292
80 6.170 4.942 1.228 22.6% 0.180 3.3% 41% False False 3,947
100 6.170 4.942 1.228 22.6% 0.178 3.3% 41% False False 3,631
120 6.170 4.942 1.228 22.6% 0.172 3.2% 41% False False 3,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.223
2.618 5.978
1.618 5.828
1.000 5.735
0.618 5.678
HIGH 5.585
0.618 5.528
0.500 5.510
0.382 5.492
LOW 5.435
0.618 5.342
1.000 5.285
1.618 5.192
2.618 5.042
4.250 4.798
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 5.510 5.617
PP 5.488 5.560
S1 5.467 5.502

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

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