NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 5.420 5.433 0.013 0.2% 5.340
High 5.470 5.461 -0.009 -0.2% 5.860
Low 5.375 5.322 -0.053 -1.0% 5.340
Close 5.410 5.342 -0.068 -1.3% 5.445
Range 0.095 0.139 0.044 46.3% 0.520
ATR 0.187 0.183 -0.003 -1.8% 0.000
Volume 7,014 11,426 4,412 62.9% 42,346
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.792 5.706 5.418
R3 5.653 5.567 5.380
R2 5.514 5.514 5.367
R1 5.428 5.428 5.355 5.402
PP 5.375 5.375 5.375 5.362
S1 5.289 5.289 5.329 5.263
S2 5.236 5.236 5.317
S3 5.097 5.150 5.304
S4 4.958 5.011 5.266
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 5.585 5.322 0.263 4.9% 0.131 2.5% 8% False True 8,043
10 5.860 5.252 0.608 11.4% 0.192 3.6% 15% False False 8,072
20 5.860 5.093 0.767 14.4% 0.188 3.5% 32% False False 6,166
40 6.000 4.942 1.058 19.8% 0.170 3.2% 38% False False 5,078
60 6.170 4.942 1.228 23.0% 0.187 3.5% 33% False False 4,660
80 6.170 4.942 1.228 23.0% 0.181 3.4% 33% False False 4,242
100 6.170 4.942 1.228 23.0% 0.171 3.2% 33% False False 3,828
120 6.170 4.942 1.228 23.0% 0.172 3.2% 33% False False 3,511
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.052
2.618 5.825
1.618 5.686
1.000 5.600
0.618 5.547
HIGH 5.461
0.618 5.408
0.500 5.392
0.382 5.375
LOW 5.322
0.618 5.236
1.000 5.183
1.618 5.097
2.618 4.958
4.250 4.731
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 5.392 5.426
PP 5.375 5.398
S1 5.359 5.370

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

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