NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 4.735 4.990 0.255 5.4% 4.944
High 5.070 5.120 0.050 1.0% 4.975
Low 4.671 4.801 0.130 2.8% 4.351
Close 4.987 4.880 -0.107 -2.1% 4.718
Range 0.399 0.319 -0.080 -20.1% 0.624
ATR 0.287 0.289 0.002 0.8% 0.000
Volume 138,356 155,204 16,848 12.2% 614,810
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.891 5.704 5.055
R3 5.572 5.385 4.968
R2 5.253 5.253 4.938
R1 5.066 5.066 4.909 5.000
PP 4.934 4.934 4.934 4.901
S1 4.747 4.747 4.851 4.681
S2 4.615 4.615 4.822
S3 4.296 4.428 4.792
S4 3.977 4.109 4.705
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 5.120 4.351 0.769 15.8% 0.335 6.9% 69% True False 145,522
10 5.120 4.351 0.769 15.8% 0.300 6.1% 69% True False 113,252
20 5.120 3.792 1.328 27.2% 0.320 6.6% 82% True False 95,088
40 5.120 3.491 1.629 33.4% 0.245 5.0% 85% True False 61,285
60 5.133 3.491 1.642 33.6% 0.234 4.8% 85% False False 43,574
80 5.515 3.491 2.024 41.5% 0.212 4.3% 69% False False 33,727
100 5.515 3.491 2.024 41.5% 0.211 4.3% 69% False False 27,687
120 5.523 3.491 2.032 41.6% 0.202 4.1% 68% False False 23,507
Crabel Price Patterns
NR True
NR4 True
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 0.072
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.476
2.618 5.955
1.618 5.636
1.000 5.439
0.618 5.317
HIGH 5.120
0.618 4.998
0.500 4.961
0.382 4.923
LOW 4.801
0.618 4.604
1.000 4.482
1.618 4.285
2.618 3.966
4.250 3.445
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 4.961 4.832
PP 4.934 4.784
S1 4.907 4.736

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

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