NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 5.642 5.325 -0.317 -5.6% 5.660
High 5.650 5.528 -0.122 -2.2% 5.750
Low 5.306 5.200 -0.106 -2.0% 5.200
Close 5.327 5.522 0.195 3.7% 5.522
Range 0.344 0.328 -0.016 -4.7% 0.550
ATR 0.239 0.245 0.006 2.7% 0.000
Volume 29,089 49,259 20,170 69.3% 161,231
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.401 6.289 5.702
R3 6.073 5.961 5.612
R2 5.745 5.745 5.582
R1 5.633 5.633 5.552 5.689
PP 5.417 5.417 5.417 5.445
S1 5.305 5.305 5.492 5.361
S2 5.089 5.089 5.462
S3 4.761 4.977 5.432
S4 4.433 4.649 5.342
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.141 6.881 5.825
R3 6.591 6.331 5.673
R2 6.041 6.041 5.623
R1 5.781 5.781 5.572 5.636
PP 5.491 5.491 5.491 5.418
S1 5.231 5.231 5.472 5.086
S2 4.941 4.941 5.421
S3 4.391 4.681 5.371
S4 3.841 4.131 5.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.750 5.200 0.550 10.0% 0.273 4.9% 59% False True 32,246
10 5.750 5.086 0.664 12.0% 0.243 4.4% 66% False False 25,508
20 5.750 4.340 1.410 25.5% 0.271 4.9% 84% False False 24,882
40 5.750 4.340 1.410 25.5% 0.204 3.7% 84% False False 17,624
60 5.860 4.340 1.520 27.5% 0.202 3.7% 78% False False 13,495
80 6.170 4.340 1.830 33.1% 0.193 3.5% 65% False False 11,105
100 6.170 4.340 1.830 33.1% 0.196 3.5% 65% False False 9,589
120 6.170 4.340 1.830 33.1% 0.188 3.4% 65% False False 8,458
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.922
2.618 6.387
1.618 6.059
1.000 5.856
0.618 5.731
HIGH 5.528
0.618 5.403
0.500 5.364
0.382 5.325
LOW 5.200
0.618 4.997
1.000 4.872
1.618 4.669
2.618 4.341
4.250 3.806
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 5.469 5.503
PP 5.417 5.483
S1 5.364 5.464

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

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