NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 5.152 5.226 0.074 1.4% 4.781
High 5.286 5.458 0.172 3.3% 5.423
Low 5.086 5.226 0.140 2.8% 4.749
Close 5.218 5.446 0.228 4.4% 5.323
Range 0.200 0.232 0.032 16.0% 0.674
ATR 0.230 0.231 0.001 0.3% 0.000
Volume 15,588 20,093 4,505 28.9% 133,255
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.073 5.991 5.574
R3 5.841 5.759 5.510
R2 5.609 5.609 5.489
R1 5.527 5.527 5.467 5.568
PP 5.377 5.377 5.377 5.397
S1 5.295 5.295 5.425 5.336
S2 5.145 5.145 5.403
S3 4.913 5.063 5.382
S4 4.681 4.831 5.318
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 5.458 5.086 0.372 6.8% 0.239 4.4% 97% True False 21,352
10 5.458 4.541 0.917 16.8% 0.297 5.5% 99% True False 23,295
20 5.458 4.340 1.118 20.5% 0.234 4.3% 99% True False 19,556
40 5.860 4.340 1.520 27.9% 0.201 3.7% 73% False False 13,899
60 5.860 4.340 1.520 27.9% 0.186 3.4% 73% False False 10,655
80 6.170 4.340 1.830 33.6% 0.190 3.5% 60% False False 8,968
100 6.170 4.340 1.830 33.6% 0.192 3.5% 60% False False 7,835
120 6.170 4.340 1.830 33.6% 0.179 3.3% 60% False False 6,899
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 0.065
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.444
2.618 6.065
1.618 5.833
1.000 5.690
0.618 5.601
HIGH 5.458
0.618 5.369
0.500 5.342
0.382 5.315
LOW 5.226
0.618 5.083
1.000 4.994
1.618 4.851
2.618 4.619
4.250 4.240
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 5.411 5.388
PP 5.377 5.330
S1 5.342 5.272

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

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