NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 5.626 5.660 0.034 0.6% 5.250
High 5.694 5.693 -0.001 0.0% 5.694
Low 5.512 5.527 0.015 0.3% 5.086
Close 5.666 5.588 -0.078 -1.4% 5.666
Range 0.182 0.166 -0.016 -8.8% 0.608
ATR 0.228 0.224 -0.004 -1.9% 0.000
Volume 18,276 18,471 195 1.1% 93,857
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.101 6.010 5.679
R3 5.935 5.844 5.634
R2 5.769 5.769 5.618
R1 5.678 5.678 5.603 5.641
PP 5.603 5.603 5.603 5.584
S1 5.512 5.512 5.573 5.475
S2 5.437 5.437 5.558
S3 5.271 5.346 5.542
S4 5.105 5.180 5.497
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.306 7.094 6.000
R3 6.698 6.486 5.833
R2 6.090 6.090 5.777
R1 5.878 5.878 5.722 5.984
PP 5.482 5.482 5.482 5.535
S1 5.270 5.270 5.610 5.376
S2 4.874 4.874 5.555
S3 4.266 4.662 5.499
S4 3.658 4.054 5.332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.694 5.086 0.608 10.9% 0.204 3.7% 83% False False 18,281
10 5.694 4.936 0.758 13.6% 0.237 4.2% 86% False False 21,976
20 5.694 4.340 1.354 24.2% 0.244 4.4% 92% False False 20,891
40 5.860 4.340 1.520 27.2% 0.203 3.6% 82% False False 14,914
60 5.860 4.340 1.520 27.2% 0.191 3.4% 82% False False 11,410
80 6.170 4.340 1.830 32.7% 0.187 3.3% 68% False False 9,493
100 6.170 4.340 1.830 32.7% 0.192 3.4% 68% False False 8,295
120 6.170 4.340 1.830 32.7% 0.182 3.3% 68% False False 7,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.399
2.618 6.128
1.618 5.962
1.000 5.859
0.618 5.796
HIGH 5.693
0.618 5.630
0.500 5.610
0.382 5.590
LOW 5.527
0.618 5.424
1.000 5.361
1.618 5.258
2.618 5.092
4.250 4.822
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 5.610 5.569
PP 5.603 5.551
S1 5.595 5.532

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

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