NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 06-Oct-2009

Day Change Summary
	Previous	Current
	05-Oct-2009	06-Oct-2009	Change	Change %	Previous Week
Open	5.525	5.724	0.199	3.6%	5.660
High	5.800	5.829	0.029	0.5%	5.750
Low	5.474	5.549	0.075	1.4%	5.200
Close	5.723	5.627	-0.096	-1.7%	5.522
Range	0.326	0.280	-0.046	-14.1%	0.550
ATR	0.251	0.253	0.002	0.8%	0.000
Volume	36,662	42,136	5,474	14.9%	161,231

Daily Pivots for day following 06-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.508	6.348	5.781
R3	6.228	6.068	5.704
R2	5.948	5.948	5.678
R1	5.788	5.788	5.653	5.728
PP	5.668	5.668	5.668	5.639
S1	5.508	5.508	5.601	5.448
S2	5.388	5.388	5.576
S3	5.108	5.228	5.550
S4	4.828	4.948	5.473

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.141	6.881	5.825
R3	6.591	6.331	5.673
R2	6.041	6.041	5.623
R1	5.781	5.781	5.572	5.636
PP	5.491	5.491	5.491	5.418
S1	5.231	5.231	5.472	5.086
S2	4.941	4.941	5.421
S3	4.391	4.681	5.371
S4	3.841	4.131	5.220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.829	5.200	0.629	11.2%	0.291	5.2%	68%	True	False	39,476
10	5.829	5.200	0.629	11.2%	0.263	4.7%	68%	True	False	29,737
20	5.829	4.541	1.288	22.9%	0.276	4.9%	84%	True	False	26,383
40	5.829	4.340	1.489	26.5%	0.212	3.8%	86%	True	False	19,229
60	5.860	4.340	1.520	27.0%	0.208	3.7%	85%	False	False	14,693
80	6.170	4.340	1.830	32.5%	0.195	3.5%	70%	False	False	11,993
100	6.170	4.340	1.830	32.5%	0.198	3.5%	70%	False	False	10,310
120	6.170	4.340	1.830	32.5%	0.190	3.4%	70%	False	False	9,079

Crabel Price Patterns
NR	True
NR4	True
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	0.065
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7.019
2.618	6.562
1.618	6.282
1.000	6.109
0.618	6.002
HIGH	5.829
0.618	5.722
0.500	5.689
0.382	5.656
LOW	5.549
0.618	5.376
1.000	5.269
1.618	5.096
2.618	4.816
4.250	4.359

Fisher Pivots for day following 06-Oct-2009
Pivot	1 day	3 day
R1	5.689	5.590
PP	5.668	5.552
S1	5.648	5.515

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols