NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 4.890 4.977 0.087 1.8% 4.735
High 5.045 4.990 -0.055 -1.1% 5.120
Low 4.808 4.754 -0.054 -1.1% 4.671
Close 4.963 4.770 -0.193 -3.9% 4.770
Range 0.237 0.236 -0.001 -0.4% 0.449
ATR 0.283 0.280 -0.003 -1.2% 0.000
Volume 155,204 145,475 -9,729 -6.3% 749,443
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.546 5.394 4.900
R3 5.310 5.158 4.835
R2 5.074 5.074 4.813
R1 4.922 4.922 4.792 4.880
PP 4.838 4.838 4.838 4.817
S1 4.686 4.686 4.748 4.644
S2 4.602 4.602 4.727
S3 4.366 4.450 4.705
S4 4.130 4.214 4.640
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.201 5.934 5.017
R3 5.752 5.485 4.893
R2 5.303 5.303 4.852
R1 5.036 5.036 4.811 5.170
PP 4.854 4.854 4.854 4.920
S1 4.587 4.587 4.729 4.721
S2 4.405 4.405 4.688
S3 3.956 4.138 4.647
S4 3.507 3.689 4.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.120 4.671 0.449 9.4% 0.290 6.1% 22% False False 149,888
10 5.120 4.351 0.769 16.1% 0.300 6.3% 54% False False 136,425
20 5.120 3.988 1.132 23.7% 0.299 6.3% 69% False False 110,304
40 5.120 3.491 1.629 34.2% 0.251 5.3% 79% False False 70,409
60 5.133 3.491 1.642 34.4% 0.235 4.9% 78% False False 50,877
80 5.324 3.491 1.833 38.4% 0.212 4.4% 70% False False 39,189
100 5.515 3.491 2.024 42.4% 0.213 4.5% 63% False False 32,179
120 5.523 3.491 2.032 42.6% 0.206 4.3% 63% False False 27,272
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 5.993
2.618 5.608
1.618 5.372
1.000 5.226
0.618 5.136
HIGH 4.990
0.618 4.900
0.500 4.872
0.382 4.844
LOW 4.754
0.618 4.608
1.000 4.518
1.618 4.372
2.618 4.136
4.250 3.751
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 4.872 4.921
PP 4.838 4.871
S1 4.804 4.820

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

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