NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 5.525 5.724 0.199 3.6% 5.660
High 5.800 5.829 0.029 0.5% 5.750
Low 5.474 5.549 0.075 1.4% 5.200
Close 5.723 5.627 -0.096 -1.7% 5.522
Range 0.326 0.280 -0.046 -14.1% 0.550
ATR 0.251 0.253 0.002 0.8% 0.000
Volume 36,662 42,136 5,474 14.9% 161,231
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.508 6.348 5.781
R3 6.228 6.068 5.704
R2 5.948 5.948 5.678
R1 5.788 5.788 5.653 5.728
PP 5.668 5.668 5.668 5.639
S1 5.508 5.508 5.601 5.448
S2 5.388 5.388 5.576
S3 5.108 5.228 5.550
S4 4.828 4.948 5.473
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 5.829 5.200 0.629 11.2% 0.291 5.2% 68% True False 39,476
10 5.829 5.200 0.629 11.2% 0.263 4.7% 68% True False 29,737
20 5.829 4.541 1.288 22.9% 0.276 4.9% 84% True False 26,383
40 5.829 4.340 1.489 26.5% 0.212 3.8% 86% True False 19,229
60 5.860 4.340 1.520 27.0% 0.208 3.7% 85% False False 14,693
80 6.170 4.340 1.830 32.5% 0.195 3.5% 70% False False 11,993
100 6.170 4.340 1.830 32.5% 0.198 3.5% 70% False False 10,310
120 6.170 4.340 1.830 32.5% 0.190 3.4% 70% False False 9,079
Crabel Price Patterns
NR True
NR4 True
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 0.065
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.019
2.618 6.562
1.618 6.282
1.000 6.109
0.618 6.002
HIGH 5.829
0.618 5.722
0.500 5.689
0.382 5.656
LOW 5.549
0.618 5.376
1.000 5.269
1.618 5.096
2.618 4.816
4.250 4.359
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 5.689 5.590
PP 5.668 5.552
S1 5.648 5.515

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

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