NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 5.660 5.588 -0.072 -1.3% 5.250
High 5.693 5.750 0.057 1.0% 5.694
Low 5.527 5.399 -0.128 -2.3% 5.086
Close 5.588 5.674 0.086 1.5% 5.666
Range 0.166 0.351 0.185 111.4% 0.608
ATR 0.224 0.233 0.009 4.1% 0.000
Volume 18,471 24,175 5,704 30.9% 93,857
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.661 6.518 5.867
R3 6.310 6.167 5.771
R2 5.959 5.959 5.738
R1 5.816 5.816 5.706 5.888
PP 5.608 5.608 5.608 5.643
S1 5.465 5.465 5.642 5.537
S2 5.257 5.257 5.610
S3 4.906 5.114 5.577
S4 4.555 4.763 5.481
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 5.750 5.226 0.524 9.2% 0.235 4.1% 85% True False 19,998
10 5.750 4.970 0.780 13.7% 0.251 4.4% 90% True False 21,941
20 5.750 4.340 1.410 24.9% 0.255 4.5% 95% True False 21,582
40 5.799 4.340 1.459 25.7% 0.198 3.5% 91% False False 15,327
60 5.860 4.340 1.520 26.8% 0.194 3.4% 88% False False 11,734
80 6.170 4.340 1.830 32.3% 0.189 3.3% 73% False False 9,735
100 6.170 4.340 1.830 32.3% 0.194 3.4% 73% False False 8,496
120 6.170 4.340 1.830 32.3% 0.183 3.2% 73% False False 7,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.242
2.618 6.669
1.618 6.318
1.000 6.101
0.618 5.967
HIGH 5.750
0.618 5.616
0.500 5.575
0.382 5.533
LOW 5.399
0.618 5.182
1.000 5.048
1.618 4.831
2.618 4.480
4.250 3.907
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 5.641 5.641
PP 5.608 5.608
S1 5.575 5.575

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

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