NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 08-Oct-2009

Day Change Summary
	Previous	Current
	07-Oct-2009	08-Oct-2009	Change	Change %	Previous Week
Open	5.656	5.662	0.006	0.1%	5.660
High	5.790	5.804	0.014	0.2%	5.750
Low	5.613	5.600	-0.013	-0.2%	5.200
Close	5.683	5.739	0.056	1.0%	5.522
Range	0.177	0.204	0.027	15.3%	0.550
ATR	0.247	0.244	-0.003	-1.3%	0.000
Volume	42,136	42,136	0	0.0%	161,231

Daily Pivots for day following 08-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.326	6.237	5.851
R3	6.122	6.033	5.795
R2	5.918	5.918	5.776
R1	5.829	5.829	5.758	5.874
PP	5.714	5.714	5.714	5.737
S1	5.625	5.625	5.720	5.670
S2	5.510	5.510	5.702
S3	5.306	5.421	5.683
S4	5.102	5.217	5.627

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.141	6.881	5.825
R3	6.591	6.331	5.673
R2	6.041	6.041	5.623
R1	5.781	5.781	5.572	5.636
PP	5.491	5.491	5.491	5.418
S1	5.231	5.231	5.472	5.086
S2	4.941	4.941	5.421
S3	4.391	4.681	5.371
S4	3.841	4.131	5.220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.829	5.200	0.629	11.0%	0.263	4.6%	86%	False	False	42,465
10	5.829	5.200	0.629	11.0%	0.253	4.4%	86%	False	False	34,257
20	5.829	4.743	1.086	18.9%	0.264	4.6%	92%	False	False	28,890
40	5.829	4.340	1.489	25.9%	0.216	3.8%	94%	False	False	20,981
60	5.860	4.340	1.520	26.5%	0.209	3.6%	92%	False	False	15,929
80	6.085	4.340	1.745	30.4%	0.194	3.4%	80%	False	False	12,940
100	6.170	4.340	1.830	31.9%	0.199	3.5%	76%	False	False	11,108
120	6.170	4.340	1.830	31.9%	0.192	3.3%	76%	False	False	9,747

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	0.072
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.671
2.618	6.338
1.618	6.134
1.000	6.008
0.618	5.930
HIGH	5.804
0.618	5.726
0.500	5.702
0.382	5.678
LOW	5.600
0.618	5.474
1.000	5.396
1.618	5.270
2.618	5.066
4.250	4.733

Fisher Pivots for day following 08-Oct-2009
Pivot	1 day	3 day
R1	5.727	5.722
PP	5.714	5.706
S1	5.702	5.689

Download as Excel Spreadsheet

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

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