NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 5.130 5.042 -0.088 -1.7% 5.286
High 5.165 5.119 -0.046 -0.9% 5.310
Low 5.037 5.000 -0.037 -0.7% 5.000
Close 5.052 5.027 -0.025 -0.5% 5.027
Range 0.128 0.119 -0.009 -7.0% 0.310
ATR 0.166 0.162 -0.003 -2.0% 0.000
Volume 6,469 12,606 6,137 94.9% 45,684
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.406 5.335 5.092
R3 5.287 5.216 5.060
R2 5.168 5.168 5.049
R1 5.097 5.097 5.038 5.073
PP 5.049 5.049 5.049 5.037
S1 4.978 4.978 5.016 4.954
S2 4.930 4.930 5.005
S3 4.811 4.859 4.994
S4 4.692 4.740 4.962
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.042 5.845 5.198
R3 5.732 5.535 5.112
R2 5.422 5.422 5.084
R1 5.225 5.225 5.055 5.169
PP 5.112 5.112 5.112 5.084
S1 4.915 4.915 4.999 4.859
S2 4.802 4.802 4.970
S3 4.492 4.605 4.942
S4 4.182 4.295 4.857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.310 5.000 0.310 6.2% 0.126 2.5% 9% False True 9,136
10 5.540 5.000 0.540 10.7% 0.126 2.5% 5% False True 9,149
20 5.860 5.000 0.860 17.1% 0.168 3.3% 3% False True 7,745
40 5.860 4.942 0.918 18.3% 0.163 3.2% 9% False False 5,923
60 6.170 4.942 1.228 24.4% 0.178 3.5% 7% False False 5,305
80 6.170 4.942 1.228 24.4% 0.183 3.6% 7% False False 4,770
100 6.170 4.942 1.228 24.4% 0.169 3.4% 7% False False 4,254
120 6.170 4.942 1.228 24.4% 0.170 3.4% 7% False False 3,940
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.625
2.618 5.431
1.618 5.312
1.000 5.238
0.618 5.193
HIGH 5.119
0.618 5.074
0.500 5.060
0.382 5.045
LOW 5.000
0.618 4.926
1.000 4.881
1.618 4.807
2.618 4.688
4.250 4.494
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 5.060 5.083
PP 5.049 5.064
S1 5.038 5.046

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

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