NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 4.708 4.700 -0.008 -0.2% 5.030
High 4.791 4.747 -0.044 -0.9% 5.164
Low 4.675 4.504 -0.171 -3.7% 4.889
Close 4.685 4.509 -0.176 -3.8% 4.913
Range 0.116 0.243 0.127 109.5% 0.275
ATR 0.151 0.157 0.007 4.4% 0.000
Volume 15,721 24,065 8,344 53.1% 44,903
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.316 5.155 4.643
R3 5.073 4.912 4.576
R2 4.830 4.830 4.554
R1 4.669 4.669 4.531 4.628
PP 4.587 4.587 4.587 4.566
S1 4.426 4.426 4.487 4.385
S2 4.344 4.344 4.464
S3 4.101 4.183 4.442
S4 3.858 3.940 4.375
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 5.053 4.504 0.549 12.2% 0.163 3.6% 1% False True 14,959
10 5.164 4.504 0.660 14.6% 0.144 3.2% 1% False True 12,045
20 5.585 4.504 1.081 24.0% 0.137 3.0% 0% False True 10,367
40 5.860 4.504 1.356 30.1% 0.168 3.7% 0% False True 7,802
60 6.170 4.504 1.666 36.9% 0.167 3.7% 0% False True 6,512
80 6.170 4.504 1.666 36.9% 0.177 3.9% 0% False True 5,766
100 6.170 4.504 1.666 36.9% 0.171 3.8% 0% False True 5,174
120 6.170 4.504 1.666 36.9% 0.171 3.8% 0% False True 4,700
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 False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.780
2.618 5.383
1.618 5.140
1.000 4.990
0.618 4.897
HIGH 4.747
0.618 4.654
0.500 4.626
0.382 4.597
LOW 4.504
0.618 4.354
1.000 4.261
1.618 4.111
2.618 3.868
4.250 3.471
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 4.626 4.679
PP 4.587 4.622
S1 4.548 4.566

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

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