NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 4.730 4.680 -0.050 -1.1% 4.623
High 4.815 4.717 -0.098 -2.0% 5.133
Low 4.632 4.591 -0.041 -0.9% 4.623
Close 4.655 4.643 -0.012 -0.3% 4.718
Range 0.183 0.126 -0.057 -31.1% 0.510
ATR 0.202 0.196 -0.005 -2.7% 0.000
Volume 28,626 27,364 -1,262 -4.4% 57,663
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.028 4.962 4.712
R3 4.902 4.836 4.678
R2 4.776 4.776 4.666
R1 4.710 4.710 4.655 4.680
PP 4.650 4.650 4.650 4.636
S1 4.584 4.584 4.631 4.554
S2 4.524 4.524 4.620
S3 4.398 4.458 4.608
S4 4.272 4.332 4.574
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.355 6.046 4.999
R3 5.845 5.536 4.858
R2 5.335 5.335 4.812
R1 5.026 5.026 4.765 5.181
PP 4.825 4.825 4.825 4.902
S1 4.516 4.516 4.671 4.671
S2 4.315 4.315 4.625
S3 3.805 4.006 4.578
S4 3.295 3.496 4.438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.081 4.591 0.490 10.6% 0.181 3.9% 11% False True 19,542
10 5.133 4.461 0.672 14.5% 0.215 4.6% 27% False False 14,898
20 5.133 4.334 0.799 17.2% 0.212 4.6% 39% False False 10,343
40 5.445 4.264 1.181 25.4% 0.175 3.8% 32% False False 7,269
60 5.515 4.264 1.251 26.9% 0.187 4.0% 30% False False 6,150
80 5.523 4.264 1.259 27.1% 0.182 3.9% 30% False False 5,283
100 5.523 4.264 1.259 27.1% 0.171 3.7% 30% False False 4,468
120 5.523 4.264 1.259 27.1% 0.168 3.6% 30% False False 3,889
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 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.253
2.618 5.047
1.618 4.921
1.000 4.843
0.618 4.795
HIGH 4.717
0.618 4.669
0.500 4.654
0.382 4.639
LOW 4.591
0.618 4.513
1.000 4.465
1.618 4.387
2.618 4.261
4.250 4.056
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 4.654 4.705
PP 4.650 4.684
S1 4.647 4.664

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

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