NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	5.663	5.642	-0.021	-0.4%	5.250
High	5.727	5.650	-0.077	-1.3%	5.694
Low	5.552	5.306	-0.246	-4.4%	5.086
Close	5.674	5.327	-0.347	-6.1%	5.666
Range	0.175	0.344	0.169	96.6%	0.608
ATR	0.229	0.239	0.010	4.4%	0.000
Volume	40,237	29,089	-11,148	-27.7%	93,857

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.460	6.237	5.516
R3	6.116	5.893	5.422
R2	5.772	5.772	5.390
R1	5.549	5.549	5.359	5.489
PP	5.428	5.428	5.428	5.397
S1	5.205	5.205	5.295	5.145
S2	5.084	5.084	5.264
S3	4.740	4.861	5.232
S4	4.396	4.517	5.138

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.306	7.094	6.000
R3	6.698	6.486	5.833
R2	6.090	6.090	5.777
R1	5.878	5.878	5.722	5.984
PP	5.482	5.482	5.482	5.535
S1	5.270	5.270	5.610	5.376
S2	4.874	4.874	5.555
S3	4.266	4.662	5.499
S4	3.658	4.054	5.332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.750	5.306	0.444	8.3%	0.244	4.6%	5%	False	True	26,049
10	5.750	5.086	0.664	12.5%	0.234	4.4%	36%	False	False	22,828
20	5.750	4.340	1.410	26.5%	0.267	5.0%	70%	False	False	23,622
40	5.799	4.340	1.459	27.4%	0.203	3.8%	68%	False	False	16,557
60	5.860	4.340	1.520	28.5%	0.198	3.7%	65%	False	False	12,758
80	6.170	4.340	1.830	34.4%	0.192	3.6%	54%	False	False	10,536
100	6.170	4.340	1.830	34.4%	0.195	3.7%	54%	False	False	9,139
120	6.170	4.340	1.830	34.4%	0.186	3.5%	54%	False	False	8,063

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	0.050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.112
2.618	6.551
1.618	6.207
1.000	5.994
0.618	5.863
HIGH	5.650
0.618	5.519
0.500	5.478
0.382	5.437
LOW	5.306
0.618	5.093
1.000	4.962
1.618	4.749
2.618	4.405
4.250	3.844

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	5.478	5.528
PP	5.428	5.461
S1	5.377	5.394

Download as Excel Spreadsheet

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

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