NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 4.825 4.450 -0.375 -7.8% 4.944
High 4.825 4.728 -0.097 -2.0% 4.975
Low 4.439 4.351 -0.088 -2.0% 4.351
Close 4.466 4.718 0.252 5.6% 4.718
Range 0.386 0.377 -0.009 -2.3% 0.624
ATR 0.270 0.278 0.008 2.8% 0.000
Volume 107,678 163,731 56,053 52.1% 614,810
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.730 5.601 4.925
R3 5.353 5.224 4.822
R2 4.976 4.976 4.787
R1 4.847 4.847 4.753 4.912
PP 4.599 4.599 4.599 4.631
S1 4.470 4.470 4.683 4.535
S2 4.222 4.222 4.649
S3 3.845 4.093 4.614
S4 3.468 3.716 4.511
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.553 6.260 5.061
R3 5.929 5.636 4.890
R2 5.305 5.305 4.832
R1 5.012 5.012 4.775 4.847
PP 4.681 4.681 4.681 4.599
S1 4.388 4.388 4.661 4.223
S2 4.057 4.057 4.604
S3 3.433 3.764 4.546
S4 2.809 3.140 4.375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.975 4.351 0.624 13.2% 0.309 6.6% 59% False True 122,962
10 4.990 4.351 0.639 13.5% 0.272 5.8% 57% False True 95,579
20 4.990 3.491 1.499 31.8% 0.314 6.7% 82% False False 85,354
40 4.990 3.491 1.499 31.8% 0.234 5.0% 82% False False 54,777
60 5.133 3.491 1.642 34.8% 0.224 4.8% 75% False False 38,826
80 5.515 3.491 2.024 42.9% 0.208 4.4% 61% False False 30,185
100 5.515 3.491 2.024 42.9% 0.208 4.4% 61% False False 24,839
120 5.523 3.491 2.032 43.1% 0.198 4.2% 60% False False 21,079
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.066
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.330
2.618 5.715
1.618 5.338
1.000 5.105
0.618 4.961
HIGH 4.728
0.618 4.584
0.500 4.540
0.382 4.495
LOW 4.351
0.618 4.118
1.000 3.974
1.618 3.741
2.618 3.364
4.250 2.749
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 4.659 4.691
PP 4.599 4.663
S1 4.540 4.636

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

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