NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	5.620	5.725	0.105	1.9%	5.332
High	5.774	5.799	0.025	0.4%	5.425
Low	5.620	5.485	-0.135	-2.4%	5.093
Close	5.747	5.485	-0.262	-4.6%	5.358
Range	0.154	0.314	0.160	103.9%	0.332
ATR	0.199	0.207	0.008	4.1%	0.000
Volume	8,155	6,568	-1,587	-19.5%	21,068

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.532	6.322	5.658
R3	6.218	6.008	5.571
R2	5.904	5.904	5.543
R1	5.694	5.694	5.514	5.642
PP	5.590	5.590	5.590	5.564
S1	5.380	5.380	5.456	5.328
S2	5.276	5.276	5.427
S3	4.962	5.066	5.399
S4	4.648	4.752	5.312

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.288	6.155	5.541
R3	5.956	5.823	5.449
R2	5.624	5.624	5.419
R1	5.491	5.491	5.388	5.558
PP	5.292	5.292	5.292	5.325
S1	5.159	5.159	5.328	5.226
S2	4.960	4.960	5.297
S3	4.628	4.827	5.267
S4	4.296	4.495	5.175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.860	5.252	0.608	11.1%	0.252	4.6%	38%	False	False	8,101
10	5.860	5.093	0.767	14.0%	0.211	3.8%	51%	False	False	6,085
20	5.860	4.942	0.918	16.7%	0.199	3.6%	59%	False	False	5,236
40	6.170	4.942	1.228	22.4%	0.182	3.3%	44%	False	False	4,585
60	6.170	4.942	1.228	22.4%	0.190	3.5%	44%	False	False	4,232
80	6.170	4.942	1.228	22.4%	0.180	3.3%	44%	False	False	3,875
100	6.170	4.942	1.228	22.4%	0.178	3.2%	44%	False	False	3,566
120	6.170	4.942	1.228	22.4%	0.172	3.1%	44%	False	False	3,263

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7.134
2.618	6.621
1.618	6.307
1.000	6.113
0.618	5.993
HIGH	5.799
0.618	5.679
0.500	5.642
0.382	5.605
LOW	5.485
0.618	5.291
1.000	5.171
1.618	4.977
2.618	4.663
4.250	4.151

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	5.642	5.642
PP	5.590	5.590
S1	5.537	5.537

Download as Excel Spreadsheet

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

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