NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 5.757 5.944 0.187 3.2% 5.635
High 5.967 5.989 0.022 0.4% 5.821
Low 5.757 5.762 0.005 0.1% 5.280
Close 5.935 5.793 -0.142 -2.4% 5.713
Range 0.210 0.227 0.017 8.1% 0.541
ATR 0.255 0.253 -0.002 -0.8% 0.000
Volume 84,662 84,093 -569 -0.7% 354,094
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.529 6.388 5.918
R3 6.302 6.161 5.855
R2 6.075 6.075 5.835
R1 5.934 5.934 5.814 5.891
PP 5.848 5.848 5.848 5.827
S1 5.707 5.707 5.772 5.664
S2 5.621 5.621 5.751
S3 5.394 5.480 5.731
S4 5.167 5.253 5.668
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.228 7.011 6.011
R3 6.687 6.470 5.862
R2 6.146 6.146 5.812
R1 5.929 5.929 5.763 6.038
PP 5.605 5.605 5.605 5.659
S1 5.388 5.388 5.663 5.497
S2 5.064 5.064 5.614
S3 4.523 4.847 5.564
S4 3.982 4.306 5.415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.989 5.280 0.709 12.2% 0.262 4.5% 72% True False 89,550
10 5.989 5.280 0.709 12.2% 0.255 4.4% 72% True False 71,214
20 5.989 5.200 0.789 13.6% 0.256 4.4% 75% True False 51,577
40 5.989 4.340 1.649 28.5% 0.245 4.2% 88% True False 35,567
60 5.989 4.340 1.649 28.5% 0.220 3.8% 88% True False 26,458
80 5.989 4.340 1.649 28.5% 0.204 3.5% 88% True False 20,886
100 6.170 4.340 1.830 31.6% 0.203 3.5% 79% False False 17,490
120 6.170 4.340 1.830 31.6% 0.203 3.5% 79% False False 15,126
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 0.051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.954
2.618 6.583
1.618 6.356
1.000 6.216
0.618 6.129
HIGH 5.989
0.618 5.902
0.500 5.876
0.382 5.849
LOW 5.762
0.618 5.622
1.000 5.535
1.618 5.395
2.618 5.168
4.250 4.797
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 5.876 5.793
PP 5.848 5.793
S1 5.821 5.793

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

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