NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 4.420 4.285 -0.135 -3.1% 3.741
High 4.520 4.750 0.230 5.1% 4.445
Low 4.283 4.285 0.002 0.0% 3.630
Close 4.301 4.715 0.414 9.6% 4.011
Range 0.237 0.465 0.228 96.2% 0.815
ATR 0.245 0.261 0.016 6.4% 0.000
Volume 96,199 117,079 20,880 21.7% 197,802
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.978 5.812 4.971
R3 5.513 5.347 4.843
R2 5.048 5.048 4.800
R1 4.882 4.882 4.758 4.965
PP 4.583 4.583 4.583 4.625
S1 4.417 4.417 4.672 4.500
S2 4.118 4.118 4.630
S3 3.653 3.952 4.587
S4 3.188 3.487 4.459
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 4.750 3.792 0.958 20.3% 0.424 9.0% 96% True False 77,172
10 4.750 3.491 1.259 26.7% 0.329 7.0% 97% True False 60,305
20 4.750 3.491 1.259 26.7% 0.241 5.1% 97% True False 40,499
40 5.133 3.491 1.642 34.8% 0.217 4.6% 75% False False 27,671
60 5.133 3.491 1.642 34.8% 0.193 4.1% 75% False False 19,954
80 5.515 3.491 2.024 42.9% 0.199 4.2% 60% False False 16,021
100 5.523 3.491 2.032 43.1% 0.195 4.1% 60% False False 13,417
120 5.523 3.491 2.032 43.1% 0.180 3.8% 60% False False 11,369
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 0.073
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.726
2.618 5.967
1.618 5.502
1.000 5.215
0.618 5.037
HIGH 4.750
0.618 4.572
0.500 4.518
0.382 4.463
LOW 4.285
0.618 3.998
1.000 3.820
1.618 3.533
2.618 3.068
4.250 2.309
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 4.649 4.600
PP 4.583 4.484
S1 4.518 4.369

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

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