NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	5.420	5.433	0.013	0.2%	5.340
High	5.470	5.461	-0.009	-0.2%	5.860
Low	5.375	5.322	-0.053	-1.0%	5.340
Close	5.410	5.342	-0.068	-1.3%	5.445
Range	0.095	0.139	0.044	46.3%	0.520
ATR	0.187	0.183	-0.003	-1.8%	0.000
Volume	7,014	11,426	4,412	62.9%	42,346

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.792	5.706	5.418
R3	5.653	5.567	5.380
R2	5.514	5.514	5.367
R1	5.428	5.428	5.355	5.402
PP	5.375	5.375	5.375	5.362
S1	5.289	5.289	5.329	5.263
S2	5.236	5.236	5.317
S3	5.097	5.150	5.304
S4	4.958	5.011	5.266

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	5.585	5.322	0.263	4.9%	0.131	2.5%	8%	False	True	8,043
10	5.860	5.252	0.608	11.4%	0.192	3.6%	15%	False	False	8,072
20	5.860	5.093	0.767	14.4%	0.188	3.5%	32%	False	False	6,166
40	6.000	4.942	1.058	19.8%	0.170	3.2%	38%	False	False	5,078
60	6.170	4.942	1.228	23.0%	0.187	3.5%	33%	False	False	4,660
80	6.170	4.942	1.228	23.0%	0.181	3.4%	33%	False	False	4,242
100	6.170	4.942	1.228	23.0%	0.171	3.2%	33%	False	False	3,828
120	6.170	4.942	1.228	23.0%	0.172	3.2%	33%	False	False	3,511

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.052
2.618	5.825
1.618	5.686
1.000	5.600
0.618	5.547
HIGH	5.461
0.618	5.408
0.500	5.392
0.382	5.375
LOW	5.322
0.618	5.236
1.000	5.183
1.618	5.097
2.618	4.958
4.250	4.731

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	5.392	5.426
PP	5.375	5.398
S1	5.359	5.370

Download as Excel Spreadsheet

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

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