NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 4.445 4.500 0.055 1.2% 4.781
High 4.608 4.880 0.272 5.9% 4.972
Low 4.355 4.437 0.082 1.9% 4.355
Close 4.482 4.781 0.299 6.7% 4.781
Range 0.253 0.443 0.190 75.1% 0.617
ATR 0.283 0.294 0.011 4.1% 0.000
Volume 174,324 149,560 -24,764 -14.2% 720,591
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.028 5.848 5.025
R3 5.585 5.405 4.903
R2 5.142 5.142 4.862
R1 4.962 4.962 4.822 5.052
PP 4.699 4.699 4.699 4.745
S1 4.519 4.519 4.740 4.609
S2 4.256 4.256 4.700
S3 3.813 4.076 4.659
S4 3.370 3.633 4.537
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.554 6.284 5.120
R3 5.937 5.667 4.951
R2 5.320 5.320 4.894
R1 5.050 5.050 4.838 5.090
PP 4.703 4.703 4.703 4.722
S1 4.433 4.433 4.724 4.473
S2 4.086 4.086 4.668
S3 3.469 3.816 4.611
S4 2.852 3.199 4.442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.972 4.355 0.617 12.9% 0.320 6.7% 69% False False 144,118
10 5.120 4.355 0.765 16.0% 0.305 6.4% 56% False False 147,003
20 5.120 4.351 0.769 16.1% 0.289 6.0% 56% False False 121,291
40 5.120 3.491 1.629 34.1% 0.275 5.7% 79% False False 85,705
60 5.133 3.491 1.642 34.3% 0.243 5.1% 79% False False 62,384
80 5.133 3.491 1.642 34.3% 0.222 4.7% 79% False False 47,986
100 5.515 3.491 2.024 42.3% 0.220 4.6% 64% False False 39,206
120 5.523 3.491 2.032 42.5% 0.215 4.5% 63% False False 33,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.067
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.763
2.618 6.040
1.618 5.597
1.000 5.323
0.618 5.154
HIGH 4.880
0.618 4.711
0.500 4.659
0.382 4.606
LOW 4.437
0.618 4.163
1.000 3.994
1.618 3.720
2.618 3.277
4.250 2.554
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 4.740 4.727
PP 4.699 4.672
S1 4.659 4.618

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

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