NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 5.635 5.723 0.088 1.6% 5.525
High 5.821 5.820 -0.001 0.0% 5.829
Low 5.625 5.412 -0.213 -3.8% 5.474
Close 5.740 5.475 -0.265 -4.6% 5.590
Range 0.196 0.408 0.212 108.2% 0.355
ATR 0.239 0.251 0.012 5.0% 0.000
Volume 48,799 40,862 -7,937 -16.3% 212,425
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.793 6.542 5.699
R3 6.385 6.134 5.587
R2 5.977 5.977 5.550
R1 5.726 5.726 5.512 5.648
PP 5.569 5.569 5.569 5.530
S1 5.318 5.318 5.438 5.240
S2 5.161 5.161 5.400
S3 4.753 4.910 5.363
S4 4.345 4.502 5.251
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 5.821 5.412 0.409 7.5% 0.234 4.3% 15% False True 44,657
10 5.829 5.200 0.629 11.5% 0.262 4.8% 44% False False 42,067
20 5.829 4.970 0.859 15.7% 0.257 4.7% 59% False False 32,004
40 5.829 4.340 1.489 27.2% 0.225 4.1% 76% False False 23,603
60 5.860 4.340 1.520 27.8% 0.211 3.8% 75% False False 18,022
80 5.860 4.340 1.520 27.8% 0.196 3.6% 75% False False 14,544
100 6.170 4.340 1.830 33.4% 0.201 3.7% 62% False False 12,379
120 6.170 4.340 1.830 33.4% 0.196 3.6% 62% False False 10,820
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 7.554
2.618 6.888
1.618 6.480
1.000 6.228
0.618 6.072
HIGH 5.820
0.618 5.664
0.500 5.616
0.382 5.568
LOW 5.412
0.618 5.160
1.000 5.004
1.618 4.752
2.618 4.344
4.250 3.678
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 5.616 5.617
PP 5.569 5.569
S1 5.522 5.522

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

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