NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 5.030 5.155 0.125 2.5% 5.286
High 5.155 5.164 0.009 0.2% 5.310
Low 4.996 5.044 0.048 1.0% 5.000
Close 5.130 5.092 -0.038 -0.7% 5.027
Range 0.159 0.120 -0.039 -24.5% 0.310
ATR 0.162 0.159 -0.003 -1.9% 0.000
Volume 9,278 6,608 -2,670 -28.8% 45,684
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.460 5.396 5.158
R3 5.340 5.276 5.125
R2 5.220 5.220 5.114
R1 5.156 5.156 5.103 5.128
PP 5.100 5.100 5.100 5.086
S1 5.036 5.036 5.081 5.008
S2 4.980 4.980 5.070
S3 4.860 4.916 5.059
S4 4.740 4.796 5.026
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 5.165 4.996 0.169 3.3% 0.123 2.4% 57% False False 8,869
10 5.470 4.996 0.474 9.3% 0.127 2.5% 20% False False 9,361
20 5.860 4.996 0.864 17.0% 0.169 3.3% 11% False False 8,242
40 5.860 4.942 0.918 18.0% 0.163 3.2% 16% False False 6,205
60 6.170 4.942 1.228 24.1% 0.175 3.4% 12% False False 5,439
80 6.170 4.942 1.228 24.1% 0.182 3.6% 12% False False 4,905
100 6.170 4.942 1.228 24.1% 0.169 3.3% 12% False False 4,368
120 6.170 4.942 1.228 24.1% 0.169 3.3% 12% False False 4,014
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.674
2.618 5.478
1.618 5.358
1.000 5.284
0.618 5.238
HIGH 5.164
0.618 5.118
0.500 5.104
0.382 5.090
LOW 5.044
0.618 4.970
1.000 4.924
1.618 4.850
2.618 4.730
4.250 4.534
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 5.104 5.088
PP 5.100 5.084
S1 5.096 5.080

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

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