NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 4.781 5.062 0.281 5.9% 4.511
High 5.079 5.147 0.068 1.3% 5.132
Low 4.749 4.936 0.187 3.9% 4.375
Close 4.992 4.961 -0.031 -0.6% 4.769
Range 0.330 0.211 -0.119 -36.1% 0.757
ATR 0.214 0.214 0.000 -0.1% 0.000
Volume 25,819 24,524 -1,295 -5.0% 86,295
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.648 5.515 5.077
R3 5.437 5.304 5.019
R2 5.226 5.226 5.000
R1 5.093 5.093 4.980 5.054
PP 5.015 5.015 5.015 4.995
S1 4.882 4.882 4.942 4.843
S2 4.804 4.804 4.922
S3 4.593 4.671 4.903
S4 4.382 4.460 4.845
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 5.147 4.541 0.606 12.2% 0.311 6.3% 69% True False 22,175
10 5.147 4.340 0.807 16.3% 0.258 5.2% 77% True False 21,224
20 5.234 4.340 0.894 18.0% 0.193 3.9% 69% False False 15,202
40 5.860 4.340 1.520 30.6% 0.188 3.8% 41% False False 11,031
60 5.860 4.340 1.520 30.6% 0.176 3.5% 41% False False 8,723
80 6.170 4.340 1.830 36.9% 0.187 3.8% 34% False False 7,473
100 6.170 4.340 1.830 36.9% 0.184 3.7% 34% False False 6,583
120 6.170 4.340 1.830 36.9% 0.174 3.5% 34% False False 5,871
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 0.074
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.044
2.618 5.699
1.618 5.488
1.000 5.358
0.618 5.277
HIGH 5.147
0.618 5.066
0.500 5.042
0.382 5.017
LOW 4.936
0.618 4.806
1.000 4.725
1.618 4.595
2.618 4.384
4.250 4.039
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 5.042 4.956
PP 5.015 4.950
S1 4.988 4.945

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

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