NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 5.663 5.642 -0.021 -0.4% 5.250
High 5.727 5.650 -0.077 -1.3% 5.694
Low 5.552 5.306 -0.246 -4.4% 5.086
Close 5.674 5.327 -0.347 -6.1% 5.666
Range 0.175 0.344 0.169 96.6% 0.608
ATR 0.229 0.239 0.010 4.4% 0.000
Volume 40,237 29,089 -11,148 -27.7% 93,857
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.460 6.237 5.516
R3 6.116 5.893 5.422
R2 5.772 5.772 5.390
R1 5.549 5.549 5.359 5.489
PP 5.428 5.428 5.428 5.397
S1 5.205 5.205 5.295 5.145
S2 5.084 5.084 5.264
S3 4.740 4.861 5.232
S4 4.396 4.517 5.138
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 5.306 0.444 8.3% 0.244 4.6% 5% False True 26,049
10 5.750 5.086 0.664 12.5% 0.234 4.4% 36% False False 22,828
20 5.750 4.340 1.410 26.5% 0.267 5.0% 70% False False 23,622
40 5.799 4.340 1.459 27.4% 0.203 3.8% 68% False False 16,557
60 5.860 4.340 1.520 28.5% 0.198 3.7% 65% False False 12,758
80 6.170 4.340 1.830 34.4% 0.192 3.6% 54% False False 10,536
100 6.170 4.340 1.830 34.4% 0.195 3.7% 54% False False 9,139
120 6.170 4.340 1.830 34.4% 0.186 3.5% 54% False False 8,063
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 0.050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.112
2.618 6.551
1.618 6.207
1.000 5.994
0.618 5.863
HIGH 5.650
0.618 5.519
0.500 5.478
0.382 5.437
LOW 5.306
0.618 5.093
1.000 4.962
1.618 4.749
2.618 4.405
4.250 3.844
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 5.478 5.528
PP 5.428 5.461
S1 5.377 5.394

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

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