NYMEX Natural Gas Future November 2009

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

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	4.019	3.996	-0.023	-0.6%	4.170
High	4.106	4.038	-0.068	-1.7%	4.348
Low	3.934	3.865	-0.069	-1.8%	4.032
Close	3.998	3.868	-0.130	-3.3%	4.053
Range	0.172	0.173	0.001	0.6%	0.316
ATR	0.169	0.169	0.000	0.2%	0.000
Volume	26,669	25,029	-1,640	-6.1%	102,489

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.443	4.328	3.963
R3	4.270	4.155	3.916
R2	4.097	4.097	3.900
R1	3.982	3.982	3.884	3.953
PP	3.924	3.924	3.924	3.909
S1	3.809	3.809	3.852	3.780
S2	3.751	3.751	3.836
S3	3.578	3.636	3.820
S4	3.405	3.463	3.773

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.092	4.889	4.227
R3	4.776	4.573	4.140
R2	4.460	4.460	4.111
R1	4.257	4.257	4.082	4.201
PP	4.144	4.144	4.144	4.116
S1	3.941	3.941	4.024	3.885
S2	3.828	3.828	3.995
S3	3.512	3.625	3.966
S4	3.196	3.309	3.879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.278	3.865	0.413	10.7%	0.162	4.2%	1%	False	True	23,992
10	4.401	3.865	0.536	13.9%	0.152	3.9%	1%	False	True	20,693
20	5.096	3.865	1.231	31.8%	0.158	4.1%	0%	False	True	21,592
40	5.133	3.865	1.268	32.8%	0.174	4.5%	0%	False	True	13,986
60	5.515	3.865	1.650	42.7%	0.173	4.5%	0%	False	True	10,686
80	5.523	3.865	1.658	42.9%	0.182	4.7%	0%	False	True	8,907
100	5.523	3.865	1.658	42.9%	0.173	4.5%	0%	False	True	7,495
120	5.523	3.865	1.658	42.9%	0.168	4.3%	0%	False	True	6,455

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	0.037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.773
2.618	4.491
1.618	4.318
1.000	4.211
0.618	4.145
HIGH	4.038
0.618	3.972
0.500	3.952
0.382	3.931
LOW	3.865
0.618	3.758
1.000	3.692
1.618	3.585
2.618	3.412
4.250	3.130

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	3.952	4.040
PP	3.924	3.983
S1	3.896	3.925

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols