NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 4.520 4.599 0.079 1.7% 4.770
High 4.637 4.629 -0.008 -0.2% 5.318
Low 4.476 4.230 -0.246 -5.5% 4.672
Close 4.557 4.289 -0.268 -5.9% 4.787
Range 0.161 0.399 0.238 147.8% 0.646
ATR 0.285 0.294 0.008 2.8% 0.000
Volume 84,955 59,434 -25,521 -30.0% 724,194
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.580 5.333 4.508
R3 5.181 4.934 4.399
R2 4.782 4.782 4.362
R1 4.535 4.535 4.326 4.459
PP 4.383 4.383 4.383 4.345
S1 4.136 4.136 4.252 4.060
S2 3.984 3.984 4.216
S3 3.585 3.737 4.179
S4 3.186 3.338 4.070
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.864 6.471 5.142
R3 6.218 5.825 4.965
R2 5.572 5.572 4.905
R1 5.179 5.179 4.846 5.376
PP 4.926 4.926 4.926 5.024
S1 4.533 4.533 4.728 4.730
S2 4.280 4.280 4.669
S3 3.634 3.887 4.609
S4 2.988 3.241 4.432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.214 4.230 0.984 22.9% 0.288 6.7% 6% False True 99,524
10 5.318 4.230 1.088 25.4% 0.297 6.9% 5% False True 127,907
20 5.318 4.230 1.088 25.4% 0.304 7.1% 5% False True 134,831
40 5.318 3.491 1.827 42.6% 0.300 7.0% 44% False False 105,165
60 5.318 3.491 1.827 42.6% 0.253 5.9% 44% False False 77,308
80 5.318 3.491 1.827 42.6% 0.237 5.5% 44% False False 59,576
100 5.515 3.491 2.024 47.2% 0.224 5.2% 39% False False 48,478
120 5.523 3.491 2.032 47.4% 0.221 5.2% 39% False False 40,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.325
2.618 5.674
1.618 5.275
1.000 5.028
0.618 4.876
HIGH 4.629
0.618 4.477
0.500 4.430
0.382 4.382
LOW 4.230
0.618 3.983
1.000 3.831
1.618 3.584
2.618 3.185
4.250 2.534
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 4.430 4.490
PP 4.383 4.423
S1 4.336 4.356

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

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