NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 5.030 4.923 -0.107 -2.1% 5.030
High 5.053 4.923 -0.130 -2.6% 5.164
Low 4.889 4.788 -0.101 -2.1% 4.889
Close 4.913 4.832 -0.081 -1.6% 4.913
Range 0.164 0.135 -0.029 -17.7% 0.275
ATR 0.154 0.153 -0.001 -0.9% 0.000
Volume 11,845 10,350 -1,495 -12.6% 44,903
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.253 5.177 4.906
R3 5.118 5.042 4.869
R2 4.983 4.983 4.857
R1 4.907 4.907 4.844 4.878
PP 4.848 4.848 4.848 4.833
S1 4.772 4.772 4.820 4.743
S2 4.713 4.713 4.807
S3 4.578 4.637 4.795
S4 4.443 4.502 4.758
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 4.788 0.376 7.8% 0.128 2.7% 12% False True 9,195
10 5.234 4.788 0.446 9.2% 0.128 2.6% 10% False True 9,180
20 5.799 4.788 1.011 20.9% 0.142 2.9% 4% False True 9,072
40 5.860 4.788 1.072 22.2% 0.163 3.4% 4% False True 6,809
60 6.170 4.788 1.382 28.6% 0.168 3.5% 3% False True 5,787
80 6.170 4.788 1.382 28.6% 0.178 3.7% 3% False True 5,225
100 6.170 4.788 1.382 28.6% 0.169 3.5% 3% False True 4,698
120 6.170 4.788 1.382 28.6% 0.169 3.5% 3% False True 4,294
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.497
2.618 5.276
1.618 5.141
1.000 5.058
0.618 5.006
HIGH 4.923
0.618 4.871
0.500 4.856
0.382 4.840
LOW 4.788
0.618 4.705
1.000 4.653
1.618 4.570
2.618 4.435
4.250 4.214
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 4.856 4.940
PP 4.848 4.904
S1 4.840 4.868

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

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