NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 5.092 5.030 -0.062 -1.2% 5.030
High 5.092 5.053 -0.039 -0.8% 5.164
Low 4.947 4.889 -0.058 -1.2% 4.889
Close 5.047 4.913 -0.134 -2.7% 4.913
Range 0.145 0.164 0.019 13.1% 0.275
ATR 0.153 0.154 0.001 0.5% 0.000
Volume 10,174 11,845 1,671 16.4% 44,903
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.444 5.342 5.003
R3 5.280 5.178 4.958
R2 5.116 5.116 4.943
R1 5.014 5.014 4.928 4.983
PP 4.952 4.952 4.952 4.936
S1 4.850 4.850 4.898 4.819
S2 4.788 4.788 4.883
S3 4.624 4.686 4.868
S4 4.460 4.522 4.823
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.814 5.638 5.064
R3 5.539 5.363 4.989
R2 5.264 5.264 4.963
R1 5.088 5.088 4.938 5.039
PP 4.989 4.989 4.989 4.964
S1 4.813 4.813 4.888 4.764
S2 4.714 4.714 4.863
S3 4.439 4.538 4.837
S4 4.164 4.263 4.762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.164 4.889 0.275 5.6% 0.133 2.7% 9% False True 8,980
10 5.310 4.889 0.421 8.6% 0.130 2.6% 6% False True 9,058
20 5.860 4.889 0.971 19.8% 0.161 3.3% 2% False True 8,937
40 5.860 4.889 0.971 19.8% 0.165 3.4% 2% False True 6,670
60 6.170 4.889 1.281 26.1% 0.168 3.4% 2% False True 5,694
80 6.170 4.889 1.281 26.1% 0.179 3.6% 2% False True 5,145
100 6.170 4.889 1.281 26.1% 0.170 3.5% 2% False True 4,604
120 6.170 4.889 1.281 26.1% 0.170 3.5% 2% False True 4,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.750
2.618 5.482
1.618 5.318
1.000 5.217
0.618 5.154
HIGH 5.053
0.618 4.990
0.500 4.971
0.382 4.952
LOW 4.889
0.618 4.788
1.000 4.725
1.618 4.624
2.618 4.460
4.250 4.192
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 4.971 4.999
PP 4.952 4.970
S1 4.932 4.942

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

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