NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 5.472 5.380 -0.092 -1.7% 5.525
High 5.550 5.515 -0.035 -0.6% 5.829
Low 5.304 5.280 -0.024 -0.5% 5.474
Close 5.357 5.413 0.056 1.0% 5.590
Range 0.246 0.235 -0.011 -4.5% 0.355
ATR 0.251 0.250 -0.001 -0.5% 0.000
Volume 83,239 106,828 23,589 28.3% 212,425
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.108 5.995 5.542
R3 5.873 5.760 5.478
R2 5.638 5.638 5.456
R1 5.525 5.525 5.435 5.582
PP 5.403 5.403 5.403 5.431
S1 5.290 5.290 5.391 5.347
S2 5.168 5.168 5.370
S3 4.933 5.055 5.348
S4 4.698 4.820 5.284
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 5.280 0.541 10.0% 0.254 4.7% 25% False True 65,816
10 5.829 5.200 0.629 11.6% 0.259 4.8% 34% False False 54,141
20 5.829 5.086 0.743 13.7% 0.246 4.5% 44% False False 38,484
40 5.829 4.340 1.489 27.5% 0.231 4.3% 72% False False 27,918
60 5.860 4.340 1.520 28.1% 0.213 3.9% 71% False False 21,060
80 5.860 4.340 1.520 28.1% 0.198 3.7% 71% False False 16,808
100 6.170 4.340 1.830 33.8% 0.203 3.8% 59% False False 14,235
120 6.170 4.340 1.830 33.8% 0.199 3.7% 59% False False 12,372
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 0.067
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.514
2.618 6.130
1.618 5.895
1.000 5.750
0.618 5.660
HIGH 5.515
0.618 5.425
0.500 5.398
0.382 5.370
LOW 5.280
0.618 5.135
1.000 5.045
1.618 4.900
2.618 4.665
4.250 4.281
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 5.408 5.550
PP 5.403 5.504
S1 5.398 5.459

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

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