NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 4.609 4.445 -0.164 -3.6% 4.735
High 4.664 4.608 -0.056 -1.2% 5.120
Low 4.399 4.355 -0.044 -1.0% 4.671
Close 4.436 4.482 0.046 1.0% 4.770
Range 0.265 0.253 -0.012 -4.5% 0.449
ATR 0.285 0.283 -0.002 -0.8% 0.000
Volume 180,890 174,324 -6,566 -3.6% 749,443
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.241 5.114 4.621
R3 4.988 4.861 4.552
R2 4.735 4.735 4.528
R1 4.608 4.608 4.505 4.672
PP 4.482 4.482 4.482 4.513
S1 4.355 4.355 4.459 4.419
S2 4.229 4.229 4.436
S3 3.976 4.102 4.412
S4 3.723 3.849 4.343
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 4.990 4.355 0.635 14.2% 0.278 6.2% 20% False True 143,301
10 5.120 4.351 0.769 17.2% 0.298 6.6% 17% False False 148,420
20 5.120 4.351 0.769 17.2% 0.281 6.3% 17% False False 119,293
40 5.120 3.491 1.629 36.3% 0.268 6.0% 61% False False 82,315
60 5.133 3.491 1.642 36.6% 0.241 5.4% 60% False False 60,002
80 5.133 3.491 1.642 36.6% 0.218 4.9% 60% False False 46,163
100 5.515 3.491 2.024 45.2% 0.219 4.9% 49% False False 37,774
120 5.523 3.491 2.032 45.3% 0.212 4.7% 49% False False 31,996
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 0.071
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.683
2.618 5.270
1.618 5.017
1.000 4.861
0.618 4.764
HIGH 4.608
0.618 4.511
0.500 4.482
0.382 4.452
LOW 4.355
0.618 4.199
1.000 4.102
1.618 3.946
2.618 3.693
4.250 3.280
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 4.482 4.657
PP 4.482 4.599
S1 4.482 4.540

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

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