NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 4.633 4.643 0.010 0.2% 4.923
High 4.733 5.014 0.281 5.9% 4.923
Low 4.582 4.541 -0.041 -0.9% 4.340
Close 4.610 4.956 0.346 7.5% 4.499
Range 0.151 0.473 0.322 213.2% 0.583
ATR 0.169 0.191 0.022 12.8% 0.000
Volume 17,440 16,694 -746 -4.3% 85,952
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.256 6.079 5.216
R3 5.783 5.606 5.086
R2 5.310 5.310 5.043
R1 5.133 5.133 4.999 5.222
PP 4.837 4.837 4.837 4.881
S1 4.660 4.660 4.913 4.749
S2 4.364 4.364 4.869
S3 3.891 4.187 4.826
S4 3.418 3.714 4.696
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 5.014 4.340 0.674 13.6% 0.275 5.6% 91% True False 21,392
10 5.092 4.340 0.752 15.2% 0.210 4.2% 82% False False 16,786
20 5.461 4.340 1.121 22.6% 0.167 3.4% 55% False False 13,073
40 5.860 4.340 1.520 30.7% 0.182 3.7% 41% False False 9,448
60 6.085 4.340 1.745 35.2% 0.170 3.4% 35% False False 7,623
80 6.170 4.340 1.830 36.9% 0.182 3.7% 34% False False 6,663
100 6.170 4.340 1.830 36.9% 0.178 3.6% 34% False False 5,919
120 6.170 4.340 1.830 36.9% 0.171 3.4% 34% False False 5,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 7.024
2.618 6.252
1.618 5.779
1.000 5.487
0.618 5.306
HIGH 5.014
0.618 4.833
0.500 4.778
0.382 4.722
LOW 4.541
0.618 4.249
1.000 4.068
1.618 3.776
2.618 3.303
4.250 2.531
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 4.897 4.869
PP 4.837 4.782
S1 4.778 4.695

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

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