NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 5.250 5.152 -0.098 -1.9% 4.781
High 5.311 5.286 -0.025 -0.5% 5.423
Low 5.103 5.086 -0.017 -0.3% 4.749
Close 5.114 5.218 0.104 2.0% 5.323
Range 0.208 0.200 -0.008 -3.8% 0.674
ATR 0.232 0.230 -0.002 -1.0% 0.000
Volume 20,923 15,588 -5,335 -25.5% 133,255
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.797 5.707 5.328
R3 5.597 5.507 5.273
R2 5.397 5.397 5.255
R1 5.307 5.307 5.236 5.352
PP 5.197 5.197 5.197 5.219
S1 5.107 5.107 5.200 5.152
S2 4.997 4.997 5.181
S3 4.797 4.907 5.163
S4 4.597 4.707 5.108
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.187 6.929 5.694
R3 6.513 6.255 5.508
R2 5.839 5.839 5.447
R1 5.581 5.581 5.385 5.710
PP 5.165 5.165 5.165 5.230
S1 4.907 4.907 5.261 5.036
S2 4.491 4.491 5.199
S3 3.817 4.233 5.138
S4 3.143 3.559 4.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.423 4.970 0.453 8.7% 0.268 5.1% 55% False False 23,884
10 5.423 4.541 0.882 16.9% 0.289 5.5% 77% False False 23,030
20 5.423 4.340 1.083 20.8% 0.228 4.4% 81% False False 18,881
40 5.860 4.340 1.520 29.1% 0.201 3.8% 58% False False 13,469
60 5.860 4.340 1.520 29.1% 0.186 3.6% 58% False False 10,359
80 6.170 4.340 1.830 35.1% 0.189 3.6% 48% False False 8,774
100 6.170 4.340 1.830 35.1% 0.192 3.7% 48% False False 7,659
120 6.170 4.340 1.830 35.1% 0.178 3.4% 48% False False 6,749
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.070
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.136
2.618 5.810
1.618 5.610
1.000 5.486
0.618 5.410
HIGH 5.286
0.618 5.210
0.500 5.186
0.382 5.162
LOW 5.086
0.618 4.962
1.000 4.886
1.618 4.762
2.618 4.562
4.250 4.236
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 5.207 5.221
PP 5.197 5.220
S1 5.186 5.219

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

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