NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 4.580 4.455 -0.125 -2.7% 3.988
High 4.650 4.591 -0.059 -1.3% 4.820
Low 4.411 4.389 -0.022 -0.5% 3.988
Close 4.422 4.520 0.098 2.2% 4.655
Range 0.239 0.202 -0.037 -15.5% 0.832
ATR 0.269 0.264 -0.005 -1.8% 0.000
Volume 64,813 52,011 -12,802 -19.8% 500,856
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.106 5.015 4.631
R3 4.904 4.813 4.576
R2 4.702 4.702 4.557
R1 4.611 4.611 4.539 4.657
PP 4.500 4.500 4.500 4.523
S1 4.409 4.409 4.501 4.455
S2 4.298 4.298 4.483
S3 4.096 4.207 4.464
S4 3.894 4.005 4.409
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.984 6.651 5.113
R3 6.152 5.819 4.884
R2 5.320 5.320 4.808
R1 4.987 4.987 4.731 5.154
PP 4.488 4.488 4.488 4.571
S1 4.155 4.155 4.579 4.322
S2 3.656 3.656 4.502
S3 2.824 3.323 4.426
S4 1.992 2.491 4.197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.820 4.285 0.535 11.8% 0.316 7.0% 44% False False 91,294
10 4.820 3.792 1.028 22.7% 0.339 7.5% 71% False False 76,924
20 4.820 3.491 1.329 29.4% 0.267 5.9% 77% False False 53,908
40 5.133 3.491 1.642 36.3% 0.226 5.0% 63% False False 35,558
60 5.133 3.491 1.642 36.3% 0.203 4.5% 63% False False 25,397
80 5.515 3.491 2.024 44.8% 0.200 4.4% 51% False False 20,042
100 5.523 3.491 2.032 45.0% 0.202 4.5% 51% False False 16,728
120 5.523 3.491 2.032 45.0% 0.186 4.1% 51% False False 14,146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.070
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.450
2.618 5.120
1.618 4.918
1.000 4.793
0.618 4.716
HIGH 4.591
0.618 4.514
0.500 4.490
0.382 4.466
LOW 4.389
0.618 4.264
1.000 4.187
1.618 4.062
2.618 3.860
4.250 3.531
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 4.510 4.543
PP 4.500 4.535
S1 4.490 4.528

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

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