NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 3.924 4.268 0.344 8.8% 3.741
High 4.303 4.445 0.142 3.3% 4.445
Low 3.792 3.976 0.184 4.9% 3.630
Close 4.249 4.011 -0.238 -5.6% 4.011
Range 0.511 0.469 -0.042 -8.2% 0.815
ATR 0.212 0.231 0.018 8.6% 0.000
Volume 44,791 62,784 17,993 40.2% 197,802
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.551 5.250 4.269
R3 5.082 4.781 4.140
R2 4.613 4.613 4.097
R1 4.312 4.312 4.054 4.228
PP 4.144 4.144 4.144 4.102
S1 3.843 3.843 3.968 3.759
S2 3.675 3.675 3.925
S3 3.206 3.374 3.882
S4 2.737 2.905 3.753
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.474 6.057 4.459
R3 5.659 5.242 4.235
R2 4.844 4.844 4.160
R1 4.427 4.427 4.086 4.636
PP 4.029 4.029 4.029 4.133
S1 3.612 3.612 3.936 3.821
S2 3.214 3.214 3.862
S3 2.399 2.797 3.787
S4 1.584 1.982 3.563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.445 3.491 0.954 23.8% 0.348 8.7% 55% True False 50,089
10 4.445 3.491 0.954 23.8% 0.268 6.7% 55% True False 40,223
20 4.598 3.491 1.107 27.6% 0.203 5.1% 47% False False 30,513
40 5.133 3.491 1.642 40.9% 0.204 5.1% 32% False False 21,164
60 5.324 3.491 1.833 45.7% 0.183 4.6% 28% False False 15,485
80 5.515 3.491 2.024 50.5% 0.191 4.8% 26% False False 12,648
100 5.523 3.491 2.032 50.7% 0.187 4.7% 26% False False 10,666
120 5.523 3.491 2.032 50.7% 0.176 4.4% 26% False False 9,096
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.078
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.438
2.618 5.673
1.618 5.204
1.000 4.914
0.618 4.735
HIGH 4.445
0.618 4.266
0.500 4.211
0.382 4.155
LOW 3.976
0.618 3.686
1.000 3.507
1.618 3.217
2.618 2.748
4.250 1.983
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 4.211 4.119
PP 4.144 4.083
S1 4.078 4.047

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

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