NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 5.062 4.970 -0.092 -1.8% 4.511
High 5.147 5.345 0.198 3.8% 5.132
Low 4.936 4.970 0.034 0.7% 4.375
Close 4.961 5.317 0.356 7.2% 4.769
Range 0.211 0.375 0.164 77.7% 0.757
ATR 0.214 0.226 0.012 5.7% 0.000
Volume 24,524 32,754 8,230 33.6% 86,295
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.336 6.201 5.523
R3 5.961 5.826 5.420
R2 5.586 5.586 5.386
R1 5.451 5.451 5.351 5.519
PP 5.211 5.211 5.211 5.244
S1 5.076 5.076 5.283 5.144
S2 4.836 4.836 5.248
S3 4.461 4.701 5.214
S4 4.086 4.326 5.111
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 5.345 4.541 0.804 15.1% 0.356 6.7% 97% True False 25,238
10 5.345 4.340 1.005 18.9% 0.280 5.3% 97% True False 23,218
20 5.345 4.340 1.005 18.9% 0.205 3.9% 97% True False 16,435
40 5.860 4.340 1.520 28.6% 0.194 3.6% 64% False False 11,740
60 5.860 4.340 1.520 28.6% 0.179 3.4% 64% False False 9,204
80 6.170 4.340 1.830 34.4% 0.190 3.6% 53% False False 7,855
100 6.170 4.340 1.830 34.4% 0.187 3.5% 53% False False 6,887
120 6.170 4.340 1.830 34.4% 0.175 3.3% 53% False False 6,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.070
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.939
2.618 6.327
1.618 5.952
1.000 5.720
0.618 5.577
HIGH 5.345
0.618 5.202
0.500 5.158
0.382 5.113
LOW 4.970
0.618 4.738
1.000 4.595
1.618 4.363
2.618 3.988
4.250 3.376
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 5.264 5.227
PP 5.211 5.137
S1 5.158 5.047

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

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