NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 5.325 5.525 0.200 3.8% 5.660
High 5.528 5.800 0.272 4.9% 5.750
Low 5.200 5.474 0.274 5.3% 5.200
Close 5.522 5.723 0.201 3.6% 5.522
Range 0.328 0.326 -0.002 -0.6% 0.550
ATR 0.245 0.251 0.006 2.4% 0.000
Volume 49,259 36,662 -12,597 -25.6% 161,231
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.644 6.509 5.902
R3 6.318 6.183 5.813
R2 5.992 5.992 5.783
R1 5.857 5.857 5.753 5.925
PP 5.666 5.666 5.666 5.699
S1 5.531 5.531 5.693 5.599
S2 5.340 5.340 5.663
S3 5.014 5.205 5.633
S4 4.688 4.879 5.544
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 5.800 5.200 0.600 10.5% 0.305 5.3% 87% True False 35,884
10 5.800 5.086 0.714 12.5% 0.255 4.4% 89% True False 27,082
20 5.800 4.375 1.425 24.9% 0.277 4.8% 95% True False 25,565
40 5.800 4.340 1.460 25.5% 0.208 3.6% 95% True False 18,341
60 5.860 4.340 1.520 26.6% 0.205 3.6% 91% False False 14,039
80 6.170 4.340 1.830 32.0% 0.194 3.4% 76% False False 11,504
100 6.170 4.340 1.830 32.0% 0.197 3.4% 76% False False 9,912
120 6.170 4.340 1.830 32.0% 0.190 3.3% 76% False False 8,745
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 0.061
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.186
2.618 6.653
1.618 6.327
1.000 6.126
0.618 6.001
HIGH 5.800
0.618 5.675
0.500 5.637
0.382 5.599
LOW 5.474
0.618 5.273
1.000 5.148
1.618 4.947
2.618 4.621
4.250 4.089
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 5.694 5.649
PP 5.666 5.574
S1 5.637 5.500

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

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