NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 5.723 5.472 -0.251 -4.4% 5.525
High 5.820 5.550 -0.270 -4.6% 5.829
Low 5.412 5.304 -0.108 -2.0% 5.474
Close 5.475 5.357 -0.118 -2.2% 5.590
Range 0.408 0.246 -0.162 -39.7% 0.355
ATR 0.251 0.251 0.000 -0.2% 0.000
Volume 40,862 83,239 42,377 103.7% 212,425
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.142 5.995 5.492
R3 5.896 5.749 5.425
R2 5.650 5.650 5.402
R1 5.503 5.503 5.380 5.454
PP 5.404 5.404 5.404 5.379
S1 5.257 5.257 5.334 5.208
S2 5.158 5.158 5.312
S3 4.912 5.011 5.289
S4 4.666 4.765 5.222
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 5.304 0.517 9.7% 0.248 4.6% 10% False True 52,878
10 5.829 5.200 0.629 11.7% 0.269 5.0% 25% False False 46,367
20 5.829 5.086 0.743 13.9% 0.250 4.7% 36% False False 34,528
40 5.829 4.340 1.489 27.8% 0.228 4.2% 68% False False 25,481
60 5.860 4.340 1.520 28.4% 0.213 4.0% 67% False False 19,336
80 5.860 4.340 1.520 28.4% 0.196 3.7% 67% False False 15,535
100 6.170 4.340 1.830 34.2% 0.202 3.8% 56% False False 13,189
120 6.170 4.340 1.830 34.2% 0.197 3.7% 56% False False 11,494
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 0.058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.596
2.618 6.194
1.618 5.948
1.000 5.796
0.618 5.702
HIGH 5.550
0.618 5.456
0.500 5.427
0.382 5.398
LOW 5.304
0.618 5.152
1.000 5.058
1.618 4.906
2.618 4.660
4.250 4.259
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 5.427 5.563
PP 5.404 5.494
S1 5.380 5.426

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

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