NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 5.455 5.420 -0.035 -0.6% 5.340
High 5.530 5.470 -0.060 -1.1% 5.860
Low 5.369 5.375 0.006 0.1% 5.340
Close 5.404 5.410 0.006 0.1% 5.445
Range 0.161 0.095 -0.066 -41.0% 0.520
ATR 0.194 0.187 -0.007 -3.6% 0.000
Volume 7,165 7,014 -151 -2.1% 42,346
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.703 5.652 5.462
R3 5.608 5.557 5.436
R2 5.513 5.513 5.427
R1 5.462 5.462 5.419 5.440
PP 5.418 5.418 5.418 5.408
S1 5.367 5.367 5.401 5.345
S2 5.323 5.323 5.393
S3 5.228 5.272 5.384
S4 5.133 5.177 5.358
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 7.9% 0.166 3.1% 10% False False 7,071
10 5.860 5.152 0.708 13.1% 0.203 3.7% 36% False False 7,516
20 5.860 5.015 0.845 15.6% 0.197 3.6% 47% False False 5,823
40 6.085 4.942 1.143 21.1% 0.172 3.2% 41% False False 4,898
60 6.170 4.942 1.228 22.7% 0.187 3.5% 38% False False 4,526
80 6.170 4.942 1.228 22.7% 0.180 3.3% 38% False False 4,130
100 6.170 4.942 1.228 22.7% 0.172 3.2% 38% False False 3,722
120 6.170 4.942 1.228 22.7% 0.172 3.2% 38% False False 3,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.874
2.618 5.719
1.618 5.624
1.000 5.565
0.618 5.529
HIGH 5.470
0.618 5.434
0.500 5.423
0.382 5.411
LOW 5.375
0.618 5.316
1.000 5.280
1.618 5.221
2.618 5.126
4.250 4.971
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 5.423 5.455
PP 5.418 5.440
S1 5.414 5.425

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

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