NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 4.923 4.816 -0.107 -2.2% 5.030
High 4.923 4.853 -0.070 -1.4% 5.164
Low 4.788 4.694 -0.094 -2.0% 4.889
Close 4.832 4.697 -0.135 -2.8% 4.913
Range 0.135 0.159 0.024 17.8% 0.275
ATR 0.153 0.153 0.000 0.3% 0.000
Volume 10,350 12,814 2,464 23.8% 44,903
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.225 5.120 4.784
R3 5.066 4.961 4.741
R2 4.907 4.907 4.726
R1 4.802 4.802 4.712 4.775
PP 4.748 4.748 4.748 4.735
S1 4.643 4.643 4.682 4.616
S2 4.589 4.589 4.668
S3 4.430 4.484 4.653
S4 4.271 4.325 4.610
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 5.108 4.694 0.414 8.8% 0.136 2.9% 1% False True 10,436
10 5.165 4.694 0.471 10.0% 0.130 2.8% 1% False True 9,652
20 5.799 4.694 1.105 23.5% 0.142 3.0% 0% False True 9,114
40 5.860 4.694 1.166 24.8% 0.163 3.5% 0% False True 7,025
60 6.170 4.694 1.476 31.4% 0.168 3.6% 0% False True 5,953
80 6.170 4.694 1.476 31.4% 0.179 3.8% 0% False True 5,356
100 6.170 4.694 1.476 31.4% 0.169 3.6% 0% False True 4,809
120 6.170 4.694 1.476 31.4% 0.170 3.6% 0% False True 4,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.529
2.618 5.269
1.618 5.110
1.000 5.012
0.618 4.951
HIGH 4.853
0.618 4.792
0.500 4.774
0.382 4.755
LOW 4.694
0.618 4.596
1.000 4.535
1.618 4.437
2.618 4.278
4.250 4.018
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 4.774 4.874
PP 4.748 4.815
S1 4.723 4.756

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

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