NYMEX Natural Gas Future December 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 5.380 5.416 0.036 0.7% 5.635
High 5.515 5.792 0.277 5.0% 5.821
Low 5.280 5.375 0.095 1.8% 5.280
Close 5.413 5.713 0.300 5.5% 5.713
Range 0.235 0.417 0.182 77.4% 0.541
ATR 0.250 0.262 0.012 4.8% 0.000
Volume 106,828 74,366 -32,462 -30.4% 354,094
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.878 6.712 5.942
R3 6.461 6.295 5.828
R2 6.044 6.044 5.789
R1 5.878 5.878 5.751 5.961
PP 5.627 5.627 5.627 5.668
S1 5.461 5.461 5.675 5.544
S2 5.210 5.210 5.637
S3 4.793 5.044 5.598
S4 4.376 4.627 5.484
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.228 7.011 6.011
R3 6.687 6.470 5.862
R2 6.146 6.146 5.812
R1 5.929 5.929 5.763 6.038
PP 5.605 5.605 5.605 5.659
S1 5.388 5.388 5.663 5.497
S2 5.064 5.064 5.614
S3 4.523 4.847 5.564
S4 3.982 4.306 5.415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.821 5.280 0.541 9.5% 0.300 5.3% 80% False False 70,818
10 5.829 5.280 0.549 9.6% 0.267 4.7% 79% False False 56,651
20 5.829 5.086 0.743 13.0% 0.255 4.5% 84% False False 41,080
40 5.829 4.340 1.489 26.1% 0.238 4.2% 92% False False 29,615
60 5.860 4.340 1.520 26.6% 0.216 3.8% 90% False False 22,206
80 5.860 4.340 1.520 26.6% 0.201 3.5% 90% False False 17,649
100 6.170 4.340 1.830 32.0% 0.204 3.6% 75% False False 14,941
120 6.170 4.340 1.830 32.0% 0.201 3.5% 75% False False 12,974
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 0.059
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 7.564
2.618 6.884
1.618 6.467
1.000 6.209
0.618 6.050
HIGH 5.792
0.618 5.633
0.500 5.584
0.382 5.534
LOW 5.375
0.618 5.117
1.000 4.958
1.618 4.700
2.618 4.283
4.250 3.603
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 5.670 5.654
PP 5.627 5.595
S1 5.584 5.536

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

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