NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 5.724 5.656 -0.068 -1.2% 5.660
High 5.829 5.790 -0.039 -0.7% 5.750
Low 5.549 5.613 0.064 1.2% 5.200
Close 5.627 5.683 0.056 1.0% 5.522
Range 0.280 0.177 -0.103 -36.8% 0.550
ATR 0.253 0.247 -0.005 -2.1% 0.000
Volume 42,136 42,136 0 0.0% 161,231
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.226 6.132 5.780
R3 6.049 5.955 5.732
R2 5.872 5.872 5.715
R1 5.778 5.778 5.699 5.825
PP 5.695 5.695 5.695 5.719
S1 5.601 5.601 5.667 5.648
S2 5.518 5.518 5.651
S3 5.341 5.424 5.634
S4 5.164 5.247 5.586
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 11.1% 0.291 5.1% 77% False False 39,856
10 5.829 5.200 0.629 11.1% 0.257 4.5% 77% False False 31,941
20 5.829 4.541 1.288 22.7% 0.277 4.9% 89% False False 27,618
40 5.829 4.340 1.489 26.2% 0.213 3.7% 90% False False 20,103
60 5.860 4.340 1.520 26.7% 0.209 3.7% 88% False False 15,304
80 6.085 4.340 1.745 30.7% 0.193 3.4% 77% False False 12,469
100 6.170 4.340 1.830 32.2% 0.199 3.5% 73% False False 10,714
120 6.170 4.340 1.830 32.2% 0.191 3.4% 73% False False 9,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.069
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.542
2.618 6.253
1.618 6.076
1.000 5.967
0.618 5.899
HIGH 5.790
0.618 5.722
0.500 5.702
0.382 5.681
LOW 5.613
0.618 5.504
1.000 5.436
1.618 5.327
2.618 5.150
4.250 4.861
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 5.702 5.673
PP 5.695 5.662
S1 5.689 5.652

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

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