NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 5.485 5.455 -0.030 -0.5% 5.340
High 5.540 5.530 -0.010 -0.2% 5.860
Low 5.430 5.369 -0.061 -1.1% 5.340
Close 5.454 5.404 -0.050 -0.9% 5.445
Range 0.110 0.161 0.051 46.4% 0.520
ATR 0.196 0.194 -0.003 -1.3% 0.000
Volume 6,602 7,165 563 8.5% 42,346
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.917 5.822 5.493
R3 5.756 5.661 5.448
R2 5.595 5.595 5.434
R1 5.500 5.500 5.419 5.467
PP 5.434 5.434 5.434 5.418
S1 5.339 5.339 5.389 5.306
S2 5.273 5.273 5.374
S3 5.112 5.178 5.360
S4 4.951 5.017 5.315
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 5.369 0.430 8.0% 0.178 3.3% 8% False True 7,299
10 5.860 5.093 0.767 14.2% 0.211 3.9% 41% False False 7,124
20 5.860 4.995 0.865 16.0% 0.202 3.7% 47% False False 5,705
40 6.085 4.942 1.143 21.2% 0.174 3.2% 40% False False 4,835
60 6.170 4.942 1.228 22.7% 0.189 3.5% 38% False False 4,454
80 6.170 4.942 1.228 22.7% 0.180 3.3% 38% False False 4,058
100 6.170 4.942 1.228 22.7% 0.172 3.2% 38% False False 3,673
120 6.170 4.942 1.228 22.7% 0.172 3.2% 38% False False 3,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.214
2.618 5.951
1.618 5.790
1.000 5.691
0.618 5.629
HIGH 5.530
0.618 5.468
0.500 5.450
0.382 5.431
LOW 5.369
0.618 5.270
1.000 5.208
1.618 5.109
2.618 4.948
4.250 4.685
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 5.450 5.477
PP 5.434 5.453
S1 5.419 5.428

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

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