NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 4.970 5.318 0.348 7.0% 4.511
High 5.345 5.423 0.078 1.5% 5.132
Low 4.970 5.103 0.133 2.7% 4.375
Close 5.317 5.115 -0.202 -3.8% 4.769
Range 0.375 0.320 -0.055 -14.7% 0.757
ATR 0.226 0.233 0.007 3.0% 0.000
Volume 32,754 27,706 -5,048 -15.4% 86,295
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.174 5.964 5.291
R3 5.854 5.644 5.203
R2 5.534 5.534 5.174
R1 5.324 5.324 5.144 5.269
PP 5.214 5.214 5.214 5.186
S1 5.004 5.004 5.086 4.949
S2 4.894 4.894 5.056
S3 4.574 4.684 5.027
S4 4.254 4.364 4.939
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 5.423 4.743 0.680 13.3% 0.325 6.4% 55% True False 27,440
10 5.423 4.340 1.083 21.2% 0.300 5.9% 72% True False 24,416
20 5.423 4.340 1.083 21.2% 0.216 4.2% 72% True False 17,351
40 5.860 4.340 1.520 29.7% 0.196 3.8% 51% False False 12,348
60 5.860 4.340 1.520 29.7% 0.182 3.6% 51% False False 9,582
80 6.170 4.340 1.830 35.8% 0.192 3.8% 42% False False 8,173
100 6.170 4.340 1.830 35.8% 0.189 3.7% 42% False False 7,149
120 6.170 4.340 1.830 35.8% 0.177 3.5% 42% False False 6,315
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 0.077
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.783
2.618 6.261
1.618 5.941
1.000 5.743
0.618 5.621
HIGH 5.423
0.618 5.301
0.500 5.263
0.382 5.225
LOW 5.103
0.618 4.905
1.000 4.783
1.618 4.585
2.618 4.265
4.250 3.743
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 5.263 5.180
PP 5.214 5.158
S1 5.164 5.137

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

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