NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 4.511 4.633 0.122 2.7% 4.923
High 4.680 4.733 0.053 1.1% 4.923
Low 4.375 4.582 0.207 4.7% 4.340
Close 4.592 4.610 0.018 0.4% 4.499
Range 0.305 0.151 -0.154 -50.5% 0.583
ATR 0.171 0.169 -0.001 -0.8% 0.000
Volume 25,761 17,440 -8,321 -32.3% 85,952
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.095 5.003 4.693
R3 4.944 4.852 4.652
R2 4.793 4.793 4.638
R1 4.701 4.701 4.624 4.672
PP 4.642 4.642 4.642 4.627
S1 4.550 4.550 4.596 4.521
S2 4.491 4.491 4.582
S3 4.340 4.399 4.568
S4 4.189 4.248 4.527
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 4.791 4.340 0.451 9.8% 0.204 4.4% 60% False False 21,197
10 5.108 4.340 0.768 16.7% 0.170 3.7% 35% False False 15,817
20 5.470 4.340 1.130 24.5% 0.148 3.2% 24% False False 12,589
40 5.860 4.340 1.520 33.0% 0.175 3.8% 18% False False 9,147
60 6.085 4.340 1.745 37.9% 0.166 3.6% 15% False False 7,419
80 6.170 4.340 1.830 39.7% 0.179 3.9% 15% False False 6,488
100 6.170 4.340 1.830 39.7% 0.174 3.8% 15% False False 5,764
120 6.170 4.340 1.830 39.7% 0.168 3.6% 15% False False 5,159
Crabel Price Patterns
NR True
NR4 True
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 0.039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.375
2.618 5.128
1.618 4.977
1.000 4.884
0.618 4.826
HIGH 4.733
0.618 4.675
0.500 4.658
0.382 4.640
LOW 4.582
0.618 4.489
1.000 4.431
1.618 4.338
2.618 4.187
4.250 3.940
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 4.658 4.586
PP 4.642 4.561
S1 4.626 4.537

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

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