NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 5.505 5.485 -0.020 -0.4% 5.340
High 5.585 5.540 -0.045 -0.8% 5.860
Low 5.435 5.430 -0.005 -0.1% 5.340
Close 5.445 5.454 0.009 0.2% 5.445
Range 0.150 0.110 -0.040 -26.7% 0.520
ATR 0.203 0.196 -0.007 -3.3% 0.000
Volume 8,008 6,602 -1,406 -17.6% 42,346
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.805 5.739 5.515
R3 5.695 5.629 5.484
R2 5.585 5.585 5.474
R1 5.519 5.519 5.464 5.497
PP 5.475 5.475 5.475 5.464
S1 5.409 5.409 5.444 5.387
S2 5.365 5.365 5.434
S3 5.255 5.299 5.424
S4 5.145 5.189 5.394
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 5.799 5.430 0.369 6.8% 0.178 3.3% 7% False True 8,262
10 5.860 5.093 0.767 14.1% 0.215 3.9% 47% False False 6,697
20 5.860 4.995 0.865 15.9% 0.200 3.7% 53% False False 5,622
40 6.170 4.942 1.228 22.5% 0.177 3.2% 42% False False 4,757
60 6.170 4.942 1.228 22.5% 0.189 3.5% 42% False False 4,364
80 6.170 4.942 1.228 22.5% 0.179 3.3% 42% False False 4,004
100 6.170 4.942 1.228 22.5% 0.172 3.2% 42% False False 3,686
120 6.170 4.942 1.228 22.5% 0.172 3.1% 42% False False 3,361
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.008
2.618 5.828
1.618 5.718
1.000 5.650
0.618 5.608
HIGH 5.540
0.618 5.498
0.500 5.485
0.382 5.472
LOW 5.430
0.618 5.362
1.000 5.320
1.618 5.252
2.618 5.142
4.250 4.963
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 5.485 5.615
PP 5.475 5.561
S1 5.464 5.508

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

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