NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 5.662 5.764 0.102 1.8% 5.525
High 5.804 5.764 -0.040 -0.7% 5.829
Low 5.600 5.579 -0.021 -0.4% 5.474
Close 5.739 5.590 -0.149 -2.6% 5.590
Range 0.204 0.185 -0.019 -9.3% 0.355
ATR 0.244 0.240 -0.004 -1.7% 0.000
Volume 42,136 49,355 7,219 17.1% 212,425
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.199 6.080 5.692
R3 6.014 5.895 5.641
R2 5.829 5.829 5.624
R1 5.710 5.710 5.607 5.677
PP 5.644 5.644 5.644 5.628
S1 5.525 5.525 5.573 5.492
S2 5.459 5.459 5.556
S3 5.274 5.340 5.539
S4 5.089 5.155 5.488
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.696 6.498 5.785
R3 6.341 6.143 5.688
R2 5.986 5.986 5.655
R1 5.788 5.788 5.623 5.887
PP 5.631 5.631 5.631 5.681
S1 5.433 5.433 5.557 5.532
S2 5.276 5.276 5.525
S3 4.921 5.078 5.492
S4 4.566 4.723 5.395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.829 5.474 0.355 6.4% 0.234 4.2% 33% False False 42,485
10 5.829 5.200 0.629 11.3% 0.254 4.5% 62% False False 37,365
20 5.829 4.749 1.080 19.3% 0.254 4.5% 78% False False 30,038
40 5.829 4.340 1.489 26.6% 0.217 3.9% 84% False False 21,930
60 5.860 4.340 1.520 27.2% 0.207 3.7% 82% False False 16,675
80 6.000 4.340 1.660 29.7% 0.193 3.5% 75% False False 13,504
100 6.170 4.340 1.830 32.7% 0.199 3.6% 68% False False 11,568
120 6.170 4.340 1.830 32.7% 0.193 3.5% 68% False False 10,138
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.550
2.618 6.248
1.618 6.063
1.000 5.949
0.618 5.878
HIGH 5.764
0.618 5.693
0.500 5.672
0.382 5.650
LOW 5.579
0.618 5.465
1.000 5.394
1.618 5.280
2.618 5.095
4.250 4.793
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 5.672 5.692
PP 5.644 5.658
S1 5.617 5.624

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

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