NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 5.588 5.663 0.075 1.3% 5.250
High 5.750 5.727 -0.023 -0.4% 5.694
Low 5.399 5.552 0.153 2.8% 5.086
Close 5.674 5.674 0.000 0.0% 5.666
Range 0.351 0.175 -0.176 -50.1% 0.608
ATR 0.233 0.229 -0.004 -1.8% 0.000
Volume 24,175 40,237 16,062 66.4% 93,857
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.176 6.100 5.770
R3 6.001 5.925 5.722
R2 5.826 5.826 5.706
R1 5.750 5.750 5.690 5.788
PP 5.651 5.651 5.651 5.670
S1 5.575 5.575 5.658 5.613
S2 5.476 5.476 5.642
S3 5.301 5.400 5.626
S4 5.126 5.225 5.578
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 5.370 0.380 6.7% 0.223 3.9% 80% False False 24,027
10 5.750 5.086 0.664 11.7% 0.231 4.1% 89% False False 22,689
20 5.750 4.340 1.410 24.9% 0.255 4.5% 95% False False 22,953
40 5.799 4.340 1.459 25.7% 0.199 3.5% 91% False False 16,034
60 5.860 4.340 1.520 26.8% 0.194 3.4% 88% False False 12,335
80 6.170 4.340 1.830 32.3% 0.190 3.3% 73% False False 10,203
100 6.170 4.340 1.830 32.3% 0.194 3.4% 73% False False 8,875
120 6.170 4.340 1.830 32.3% 0.184 3.2% 73% False False 7,833
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.471
2.618 6.185
1.618 6.010
1.000 5.902
0.618 5.835
HIGH 5.727
0.618 5.660
0.500 5.640
0.382 5.619
LOW 5.552
0.618 5.444
1.000 5.377
1.618 5.269
2.618 5.094
4.250 4.808
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 5.663 5.641
PP 5.651 5.608
S1 5.640 5.575

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

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