NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	4.862	4.825	-0.037	-0.8%	4.580
High	4.920	4.825	-0.095	-1.9%	4.990
Low	4.727	4.439	-0.288	-6.1%	4.389
Close	4.841	4.466	-0.375	-7.7%	4.948
Range	0.193	0.386	0.193	100.0%	0.601
ATR	0.260	0.270	0.010	3.9%	0.000
Volume	162,645	107,678	-54,967	-33.8%	340,983

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.735	5.486	4.678
R3	5.349	5.100	4.572
R2	4.963	4.963	4.537
R1	4.714	4.714	4.501	4.646
PP	4.577	4.577	4.577	4.542
S1	4.328	4.328	4.431	4.260
S2	4.191	4.191	4.395
S3	3.805	3.942	4.360
S4	3.419	3.556	4.254

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	4.439	0.551	12.3%	0.277	6.2%	5%	False	True	105,352
10	4.990	4.389	0.601	13.5%	0.264	5.9%	13%	False	False	90,167
20	4.990	3.491	1.499	33.6%	0.310	6.9%	65%	False	False	79,363
40	5.081	3.491	1.590	35.6%	0.233	5.2%	61%	False	False	50,896
60	5.133	3.491	1.642	36.8%	0.220	4.9%	59%	False	False	36,203
80	5.515	3.491	2.024	45.3%	0.207	4.6%	48%	False	False	28,187
100	5.523	3.491	2.032	45.5%	0.206	4.6%	48%	False	False	23,260
120	5.523	3.491	2.032	45.5%	0.196	4.4%	48%	False	False	19,723

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	0.059
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6.466
2.618	5.836
1.618	5.450
1.000	5.211
0.618	5.064
HIGH	4.825
0.618	4.678
0.500	4.632
0.382	4.586
LOW	4.439
0.618	4.200
1.000	4.053
1.618	3.814
2.618	3.428
4.250	2.799

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	4.632	4.707
PP	4.577	4.627
S1	4.521	4.546

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols