NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 4.643 4.945 0.302 6.5% 4.511
High 5.014 5.132 0.118 2.4% 5.132
Low 4.541 4.743 0.202 4.4% 4.375
Close 4.956 4.769 -0.187 -3.8% 4.769
Range 0.473 0.389 -0.084 -17.8% 0.757
ATR 0.191 0.205 0.014 7.4% 0.000
Volume 16,694 26,400 9,706 58.1% 86,295
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.048 5.798 4.983
R3 5.659 5.409 4.876
R2 5.270 5.270 4.840
R1 5.020 5.020 4.805 4.951
PP 4.881 4.881 4.881 4.847
S1 4.631 4.631 4.733 4.562
S2 4.492 4.492 4.698
S3 4.103 4.242 4.662
S4 3.714 3.853 4.555
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.030 6.656 5.185
R3 6.273 5.899 4.977
R2 5.516 5.516 4.908
R1 5.142 5.142 4.838 5.329
PP 4.759 4.759 4.759 4.852
S1 4.385 4.385 4.700 4.572
S2 4.002 4.002 4.630
S3 3.245 3.628 4.561
S4 2.488 2.871 4.353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.132 4.340 0.792 16.6% 0.304 6.4% 54% True False 21,859
10 5.132 4.340 0.792 16.6% 0.234 4.9% 54% True False 18,409
20 5.410 4.340 1.070 22.4% 0.180 3.8% 40% False False 13,821
40 5.860 4.340 1.520 31.9% 0.184 3.9% 28% False False 9,994
60 6.000 4.340 1.660 34.8% 0.173 3.6% 26% False False 7,993
80 6.170 4.340 1.830 38.4% 0.185 3.9% 23% False False 6,951
100 6.170 4.340 1.830 38.4% 0.181 3.8% 23% False False 6,158
120 6.170 4.340 1.830 38.4% 0.173 3.6% 23% False False 5,493
Crabel Price Patterns
NR True
NR4 False
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 0.065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.785
2.618 6.150
1.618 5.761
1.000 5.521
0.618 5.372
HIGH 5.132
0.618 4.983
0.500 4.938
0.382 4.892
LOW 4.743
0.618 4.503
1.000 4.354
1.618 4.114
2.618 3.725
4.250 3.090
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 4.938 4.837
PP 4.881 4.814
S1 4.825 4.792

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

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