NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 11-Dec-2008

Day Change Summary
	Previous	Current
	10-Dec-2008	11-Dec-2008	Change	Change %	Previous Week
Open	6.176	6.300	0.124	2.0%	6.837
High	6.297	6.320	0.023	0.4%	6.987
Low	6.133	6.125	-0.008	-0.1%	6.208
Close	6.276	6.199	-0.077	-1.2%	6.225
Range	0.164	0.195	0.031	18.9%	0.779
ATR	0.243	0.240	-0.003	-1.4%	0.000
Volume	581	739	158	27.2%	4,465

Daily Pivots for day following 11-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	6.800	6.694	6.306
R3	6.605	6.499	6.253
R2	6.410	6.410	6.235
R1	6.304	6.304	6.217	6.260
PP	6.215	6.215	6.215	6.192
S1	6.109	6.109	6.181	6.065
S2	6.020	6.020	6.163
S3	5.825	5.914	6.145
S4	5.630	5.719	6.092

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	8.810	8.297	6.653
R3	8.031	7.518	6.439
R2	7.252	7.252	6.368
R1	6.739	6.739	6.296	6.606
PP	6.473	6.473	6.473	6.407
S1	5.960	5.960	6.154	5.827
S2	5.694	5.694	6.082
S3	4.915	5.181	6.011
S4	4.136	4.402	5.797

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.376	6.043	0.333	5.4%	0.170	2.7%	47%	False	False	953
10	6.987	6.043	0.944	15.2%	0.172	2.8%	17%	False	False	798
20	7.211	6.043	1.168	18.8%	0.186	3.0%	13%	False	False	814

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7.149
2.618	6.831
1.618	6.636
1.000	6.515
0.618	6.441
HIGH	6.320
0.618	6.246
0.500	6.223
0.382	6.199
LOW	6.125
0.618	6.004
1.000	5.930
1.618	5.809
2.618	5.614
4.250	5.296

Fisher Pivots for day following 11-Dec-2008
Pivot	1 day	3 day
R1	6.223	6.193
PP	6.215	6.187
S1	6.207	6.182

Download as Excel Spreadsheet

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

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