NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 4.977 4.781 -0.196 -3.9% 4.735
High 4.990 4.972 -0.018 -0.4% 5.120
Low 4.754 4.781 0.027 0.6% 4.671
Close 4.770 4.880 0.110 2.3% 4.770
Range 0.236 0.191 -0.045 -19.1% 0.449
ATR 0.280 0.274 -0.006 -2.0% 0.000
Volume 145,475 122,852 -22,623 -15.6% 749,443
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.451 5.356 4.985
R3 5.260 5.165 4.933
R2 5.069 5.069 4.915
R1 4.974 4.974 4.898 5.022
PP 4.878 4.878 4.878 4.901
S1 4.783 4.783 4.862 4.831
S2 4.687 4.687 4.845
S3 4.496 4.592 4.827
S4 4.305 4.401 4.775
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 4.754 0.366 7.5% 0.248 5.1% 34% False False 146,787
10 5.120 4.351 0.769 15.8% 0.297 6.1% 69% False False 140,063
20 5.120 4.283 0.837 17.2% 0.287 5.9% 71% False False 113,196
40 5.120 3.491 1.629 33.4% 0.254 5.2% 85% False False 72,573
60 5.133 3.491 1.642 33.6% 0.235 4.8% 85% False False 52,810
80 5.155 3.491 1.664 34.1% 0.212 4.4% 83% False False 40,666
100 5.515 3.491 2.024 41.5% 0.212 4.4% 69% False False 33,387
120 5.523 3.491 2.032 41.6% 0.207 4.2% 68% False False 28,289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.069
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5.784
2.618 5.472
1.618 5.281
1.000 5.163
0.618 5.090
HIGH 4.972
0.618 4.899
0.500 4.877
0.382 4.854
LOW 4.781
0.618 4.663
1.000 4.590
1.618 4.472
2.618 4.281
4.250 3.969
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 4.879 4.900
PP 4.878 4.893
S1 4.877 4.887

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

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