NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 3.602 3.652 0.050 1.4% 2.956
High 3.729 3.935 0.206 5.5% 3.900
Low 3.502 3.596 0.094 2.7% 2.911
Close 3.609 3.860 0.251 7.0% 3.778
Range 0.227 0.339 0.112 49.3% 0.989
ATR 0.299 0.302 0.003 1.0% 0.000
Volume 112,247 111,693 -554 -0.5% 989,984
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 4.814 4.676 4.046
R3 4.475 4.337 3.953
R2 4.136 4.136 3.922
R1 3.998 3.998 3.891 4.067
PP 3.797 3.797 3.797 3.832
S1 3.659 3.659 3.829 3.728
S2 3.458 3.458 3.798
S3 3.119 3.320 3.767
S4 2.780 2.981 3.674
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.497 6.126 4.322
R3 5.508 5.137 4.050
R2 4.519 4.519 3.959
R1 4.148 4.148 3.869 4.334
PP 3.530 3.530 3.530 3.622
S1 3.159 3.159 3.687 3.345
S2 2.541 2.541 3.597
S3 1.552 2.170 3.506
S4 0.563 1.181 3.234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.935 3.442 0.493 12.8% 0.335 8.7% 85% True False 149,385
10 3.935 2.740 1.195 31.0% 0.401 10.4% 94% True False 165,738
20 3.935 2.409 1.526 39.5% 0.307 7.9% 95% True False 133,527
40 4.421 2.409 2.012 52.1% 0.257 6.7% 72% False False 93,310
60 4.421 2.409 2.012 52.1% 0.233 6.0% 72% False False 67,747
80 4.933 2.409 2.524 65.4% 0.231 6.0% 57% False False 54,322
100 4.955 2.409 2.546 66.0% 0.233 6.0% 57% False False 45,688
120 4.955 2.409 2.546 66.0% 0.218 5.7% 57% False False 39,103
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 0.079
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.376
2.618 4.823
1.618 4.484
1.000 4.274
0.618 4.145
HIGH 3.935
0.618 3.806
0.500 3.766
0.382 3.725
LOW 3.596
0.618 3.386
1.000 3.257
1.618 3.047
2.618 2.708
4.250 2.155
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 3.829 3.813
PP 3.797 3.766
S1 3.766 3.719

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

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