NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 5.764 5.635 -0.129 -2.2% 5.525
High 5.764 5.821 0.057 1.0% 5.829
Low 5.579 5.625 0.046 0.8% 5.474
Close 5.590 5.740 0.150 2.7% 5.590
Range 0.185 0.196 0.011 5.9% 0.355
ATR 0.240 0.239 -0.001 -0.3% 0.000
Volume 49,355 48,799 -556 -1.1% 212,425
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.317 6.224 5.848
R3 6.121 6.028 5.794
R2 5.925 5.925 5.776
R1 5.832 5.832 5.758 5.879
PP 5.729 5.729 5.729 5.752
S1 5.636 5.636 5.722 5.683
S2 5.533 5.533 5.704
S3 5.337 5.440 5.686
S4 5.141 5.244 5.632
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.696 6.498 5.785
R3 6.341 6.143 5.688
R2 5.986 5.986 5.655
R1 5.788 5.788 5.623 5.887
PP 5.631 5.631 5.631 5.681
S1 5.433 5.433 5.557 5.532
S2 5.276 5.276 5.525
S3 4.921 5.078 5.492
S4 4.566 4.723 5.395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.829 5.549 0.280 4.9% 0.208 3.6% 68% False False 44,912
10 5.829 5.200 0.629 11.0% 0.257 4.5% 86% False False 40,398
20 5.829 4.936 0.893 15.6% 0.247 4.3% 90% False False 31,187
40 5.829 4.340 1.489 25.9% 0.219 3.8% 94% False False 22,810
60 5.860 4.340 1.520 26.5% 0.207 3.6% 92% False False 17,399
80 5.860 4.340 1.520 26.5% 0.193 3.4% 92% False False 14,065
100 6.170 4.340 1.830 31.9% 0.198 3.4% 77% False False 12,033
120 6.170 4.340 1.830 31.9% 0.194 3.4% 77% False False 10,510
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.654
2.618 6.334
1.618 6.138
1.000 6.017
0.618 5.942
HIGH 5.821
0.618 5.746
0.500 5.723
0.382 5.700
LOW 5.625
0.618 5.504
1.000 5.429
1.618 5.308
2.618 5.112
4.250 4.792
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 5.734 5.727
PP 5.729 5.713
S1 5.723 5.700

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

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