NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 4.820 4.862 0.042 0.9% 4.580
High 4.975 4.920 -0.055 -1.1% 4.990
Low 4.598 4.727 0.129 2.8% 4.389
Close 4.875 4.841 -0.034 -0.7% 4.948
Range 0.377 0.193 -0.184 -48.8% 0.601
ATR 0.266 0.260 -0.005 -2.0% 0.000
Volume 94,282 162,645 68,363 72.5% 340,983
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.408 5.318 4.947
R3 5.215 5.125 4.894
R2 5.022 5.022 4.876
R1 4.932 4.932 4.859 4.881
PP 4.829 4.829 4.829 4.804
S1 4.739 4.739 4.823 4.688
S2 4.636 4.636 4.806
S3 4.443 4.546 4.788
S4 4.250 4.353 4.735
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 4.598 0.392 8.1% 0.250 5.2% 62% False False 99,910
10 4.990 4.389 0.601 12.4% 0.264 5.4% 75% False False 90,695
20 4.990 3.491 1.499 31.0% 0.296 6.1% 90% False False 75,500
40 5.096 3.491 1.605 33.2% 0.227 4.7% 84% False False 48,546
60 5.133 3.491 1.642 33.9% 0.215 4.4% 82% False False 34,490
80 5.515 3.491 2.024 41.8% 0.204 4.2% 67% False False 26,889
100 5.523 3.491 2.032 42.0% 0.205 4.2% 66% False False 22,225
120 5.523 3.491 2.032 42.0% 0.193 4.0% 66% False False 18,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.068
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.740
2.618 5.425
1.618 5.232
1.000 5.113
0.618 5.039
HIGH 4.920
0.618 4.846
0.500 4.824
0.382 4.801
LOW 4.727
0.618 4.608
1.000 4.534
1.618 4.415
2.618 4.222
4.250 3.907
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 4.835 4.823
PP 4.829 4.805
S1 4.824 4.787

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

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