NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 5.350 5.286 -0.064 -1.2% 5.485
High 5.410 5.310 -0.100 -1.8% 5.540
Low 5.286 5.154 -0.132 -2.5% 5.286
Close 5.310 5.190 -0.120 -2.3% 5.310
Range 0.124 0.156 0.032 25.8% 0.254
ATR 0.179 0.177 -0.002 -0.9% 0.000
Volume 13,603 9,130 -4,473 -32.9% 45,810
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.686 5.594 5.276
R3 5.530 5.438 5.233
R2 5.374 5.374 5.219
R1 5.282 5.282 5.204 5.250
PP 5.218 5.218 5.218 5.202
S1 5.126 5.126 5.176 5.094
S2 5.062 5.062 5.161
S3 4.906 4.970 5.147
S4 4.750 4.814 5.104
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.141 5.979 5.450
R3 5.887 5.725 5.380
R2 5.633 5.633 5.357
R1 5.471 5.471 5.333 5.425
PP 5.379 5.379 5.379 5.356
S1 5.217 5.217 5.287 5.171
S2 5.125 5.125 5.263
S3 4.871 4.963 5.240
S4 4.617 4.709 5.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.530 5.154 0.376 7.2% 0.135 2.6% 10% False True 9,667
10 5.799 5.154 0.645 12.4% 0.157 3.0% 6% False True 8,965
20 5.860 5.093 0.767 14.8% 0.182 3.5% 13% False False 6,860
40 5.860 4.942 0.918 17.7% 0.167 3.2% 27% False False 5,484
60 6.170 4.942 1.228 23.7% 0.185 3.6% 20% False False 4,896
80 6.170 4.942 1.228 23.7% 0.181 3.5% 20% False False 4,428
100 6.170 4.942 1.228 23.7% 0.170 3.3% 20% False False 4,004
120 6.170 4.942 1.228 23.7% 0.173 3.3% 20% False False 3,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.051
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.973
2.618 5.718
1.618 5.562
1.000 5.466
0.618 5.406
HIGH 5.310
0.618 5.250
0.500 5.232
0.382 5.214
LOW 5.154
0.618 5.058
1.000 4.998
1.618 4.902
2.618 4.746
4.250 4.491
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 5.232 5.308
PP 5.218 5.268
S1 5.204 5.229

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

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