NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 4.944 4.820 -0.124 -2.5% 4.580
High 4.975 4.975 0.000 0.0% 4.990
Low 4.761 4.598 -0.163 -3.4% 4.389
Close 4.830 4.875 0.045 0.9% 4.948
Range 0.214 0.377 0.163 76.2% 0.601
ATR 0.257 0.266 0.009 3.3% 0.000
Volume 86,474 94,282 7,808 9.0% 340,983
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.947 5.788 5.082
R3 5.570 5.411 4.979
R2 5.193 5.193 4.944
R1 5.034 5.034 4.910 5.114
PP 4.816 4.816 4.816 4.856
S1 4.657 4.657 4.840 4.737
S2 4.439 4.439 4.806
S3 4.062 4.280 4.771
S4 3.685 3.903 4.668
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.579 6.364 5.279
R3 5.978 5.763 5.113
R2 5.377 5.377 5.058
R1 5.162 5.162 5.003 5.270
PP 4.776 4.776 4.776 4.829
S1 4.561 4.561 4.893 4.669
S2 4.175 4.175 4.838
S3 3.574 3.960 4.783
S4 2.973 3.359 4.617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.990 4.502 0.488 10.0% 0.265 5.4% 76% False False 80,983
10 4.990 4.285 0.705 14.5% 0.291 6.0% 84% False False 86,138
20 4.990 3.491 1.499 30.7% 0.295 6.1% 92% False False 68,619
40 5.096 3.491 1.605 32.9% 0.227 4.7% 86% False False 44,869
60 5.133 3.491 1.642 33.7% 0.214 4.4% 84% False False 31,868
80 5.515 3.491 2.024 41.5% 0.203 4.2% 68% False False 24,897
100 5.523 3.491 2.032 41.7% 0.204 4.2% 68% False False 20,626
120 5.523 3.491 2.032 41.7% 0.193 4.0% 68% False False 17,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.577
2.618 5.962
1.618 5.585
1.000 5.352
0.618 5.208
HIGH 4.975
0.618 4.831
0.500 4.787
0.382 4.742
LOW 4.598
0.618 4.365
1.000 4.221
1.618 3.988
2.618 3.611
4.250 2.996
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 4.846 4.848
PP 4.816 4.821
S1 4.787 4.794

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

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