NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	5.485	5.455	-0.030	-0.5%	5.340
High	5.540	5.530	-0.010	-0.2%	5.860
Low	5.430	5.369	-0.061	-1.1%	5.340
Close	5.454	5.404	-0.050	-0.9%	5.445
Range	0.110	0.161	0.051	46.4%	0.520
ATR	0.196	0.194	-0.003	-1.3%	0.000
Volume	6,602	7,165	563	8.5%	42,346

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.917	5.822	5.493
R3	5.756	5.661	5.448
R2	5.595	5.595	5.434
R1	5.500	5.500	5.419	5.467
PP	5.434	5.434	5.434	5.418
S1	5.339	5.339	5.389	5.306
S2	5.273	5.273	5.374
S3	5.112	5.178	5.360
S4	4.951	5.017	5.315

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.108	6.797	5.731
R3	6.588	6.277	5.588
R2	6.068	6.068	5.540
R1	5.757	5.757	5.493	5.913
PP	5.548	5.548	5.548	5.626
S1	5.237	5.237	5.397	5.393
S2	5.028	5.028	5.350
S3	4.508	4.717	5.302
S4	3.988	4.197	5.159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.799	5.369	0.430	8.0%	0.178	3.3%	8%	False	True	7,299
10	5.860	5.093	0.767	14.2%	0.211	3.9%	41%	False	False	7,124
20	5.860	4.995	0.865	16.0%	0.202	3.7%	47%	False	False	5,705
40	6.085	4.942	1.143	21.2%	0.174	3.2%	40%	False	False	4,835
60	6.170	4.942	1.228	22.7%	0.189	3.5%	38%	False	False	4,454
80	6.170	4.942	1.228	22.7%	0.180	3.3%	38%	False	False	4,058
100	6.170	4.942	1.228	22.7%	0.172	3.2%	38%	False	False	3,673
120	6.170	4.942	1.228	22.7%	0.172	3.2%	38%	False	False	3,386

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.039
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.214
2.618	5.951
1.618	5.790
1.000	5.691
0.618	5.629
HIGH	5.530
0.618	5.468
0.500	5.450
0.382	5.431
LOW	5.369
0.618	5.270
1.000	5.208
1.618	5.109
2.618	4.948
4.250	4.685

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	5.450	5.477
PP	5.434	5.453
S1	5.419	5.428

Download as Excel Spreadsheet

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

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