NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 4.515 4.511 -0.004 -0.1% 4.923
High 4.544 4.680 0.136 3.0% 4.923
Low 4.340 4.375 0.035 0.8% 4.340
Close 4.499 4.592 0.093 2.1% 4.499
Range 0.204 0.305 0.101 49.5% 0.583
ATR 0.160 0.171 0.010 6.4% 0.000
Volume 23,002 25,761 2,759 12.0% 85,952
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.464 5.333 4.760
R3 5.159 5.028 4.676
R2 4.854 4.854 4.648
R1 4.723 4.723 4.620 4.789
PP 4.549 4.549 4.549 4.582
S1 4.418 4.418 4.564 4.484
S2 4.244 4.244 4.536
S3 3.939 4.113 4.508
S4 3.634 3.808 4.424
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.336 6.001 4.820
R3 5.753 5.418 4.659
R2 5.170 5.170 4.606
R1 4.835 4.835 4.552 4.711
PP 4.587 4.587 4.587 4.526
S1 4.252 4.252 4.446 4.128
S2 4.004 4.004 4.392
S3 3.421 3.669 4.339
S4 2.838 3.086 4.178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.853 4.340 0.513 11.2% 0.205 4.5% 49% False False 20,272
10 5.164 4.340 0.824 17.9% 0.167 3.6% 31% False False 14,733
20 5.530 4.340 1.190 25.9% 0.149 3.2% 21% False False 12,075
40 5.860 4.340 1.520 33.1% 0.175 3.8% 17% False False 8,848
60 6.170 4.340 1.830 39.9% 0.168 3.7% 14% False False 7,196
80 6.170 4.340 1.830 39.9% 0.179 3.9% 14% False False 6,292
100 6.170 4.340 1.830 39.9% 0.173 3.8% 14% False False 5,618
120 6.170 4.340 1.830 39.9% 0.168 3.7% 14% False False 5,084
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 0.035
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 5.976
2.618 5.478
1.618 5.173
1.000 4.985
0.618 4.868
HIGH 4.680
0.618 4.563
0.500 4.528
0.382 4.492
LOW 4.375
0.618 4.187
1.000 4.070
1.618 3.882
2.618 3.577
4.250 3.079
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 4.571 4.576
PP 4.549 4.560
S1 4.528 4.544

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

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