NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 5.223 5.114 -0.109 -2.1% 5.485
High 5.234 5.150 -0.084 -1.6% 5.540
Low 5.096 5.059 -0.037 -0.7% 5.286
Close 5.106 5.108 0.002 0.0% 5.310
Range 0.138 0.091 -0.047 -34.1% 0.254
ATR 0.175 0.169 -0.006 -3.4% 0.000
Volume 8,095 9,384 1,289 15.9% 45,810
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.379 5.334 5.158
R3 5.288 5.243 5.133
R2 5.197 5.197 5.125
R1 5.152 5.152 5.116 5.129
PP 5.106 5.106 5.106 5.094
S1 5.061 5.061 5.100 5.038
S2 5.015 5.015 5.091
S3 4.924 4.970 5.083
S4 4.833 4.879 5.058
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 5.461 5.059 0.402 7.9% 0.130 2.5% 12% False True 10,327
10 5.799 5.059 0.740 14.5% 0.148 2.9% 7% False True 8,699
20 5.860 5.059 0.801 15.7% 0.177 3.5% 6% False True 7,345
40 5.860 4.942 0.918 18.0% 0.164 3.2% 18% False False 5,698
60 6.170 4.942 1.228 24.0% 0.184 3.6% 14% False False 5,113
80 6.170 4.942 1.228 24.0% 0.182 3.6% 14% False False 4,599
100 6.170 4.942 1.228 24.0% 0.169 3.3% 14% False False 4,107
120 6.170 4.942 1.228 24.0% 0.170 3.3% 14% False False 3,799
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.537
2.618 5.388
1.618 5.297
1.000 5.241
0.618 5.206
HIGH 5.150
0.618 5.115
0.500 5.105
0.382 5.094
LOW 5.059
0.618 5.003
1.000 4.968
1.618 4.912
2.618 4.821
4.250 4.672
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 5.107 5.185
PP 5.106 5.159
S1 5.105 5.134

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

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