NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 4.990 4.919 -0.071 -1.4% 4.944
High 5.120 5.088 -0.032 -0.6% 4.975
Low 4.801 4.831 0.030 0.6% 4.351
Close 4.880 4.904 0.024 0.5% 4.718
Range 0.319 0.257 -0.062 -19.4% 0.624
ATR 0.289 0.287 -0.002 -0.8% 0.000
Volume 155,204 155,204 0 0.0% 614,810
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.712 5.565 5.045
R3 5.455 5.308 4.975
R2 5.198 5.198 4.951
R1 5.051 5.051 4.928 4.996
PP 4.941 4.941 4.941 4.914
S1 4.794 4.794 4.880 4.739
S2 4.684 4.684 4.857
S3 4.427 4.537 4.833
S4 4.170 4.280 4.763
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 15.7% 0.348 7.1% 72% False False 144,034
10 5.120 4.351 0.769 15.7% 0.299 6.1% 72% False False 121,972
20 5.120 3.792 1.328 27.1% 0.325 6.6% 84% False False 100,649
40 5.120 3.491 1.629 33.2% 0.247 5.0% 87% False False 64,449
60 5.133 3.491 1.642 33.5% 0.237 4.8% 86% False False 46,057
80 5.445 3.491 1.954 39.8% 0.211 4.3% 72% False False 35,603
100 5.515 3.491 2.024 41.3% 0.212 4.3% 70% False False 29,219
120 5.523 3.491 2.032 41.4% 0.203 4.1% 70% False False 24,784
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.076
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.180
2.618 5.761
1.618 5.504
1.000 5.345
0.618 5.247
HIGH 5.088
0.618 4.990
0.500 4.960
0.382 4.929
LOW 4.831
0.618 4.672
1.000 4.574
1.618 4.415
2.618 4.158
4.250 3.739
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 4.960 4.901
PP 4.941 4.898
S1 4.923 4.896

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

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