NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 5.416 5.739 0.323 6.0% 5.635
High 5.792 5.817 0.025 0.4% 5.821
Low 5.375 5.597 0.222 4.1% 5.280
Close 5.713 5.758 0.045 0.8% 5.713
Range 0.417 0.220 -0.197 -47.2% 0.541
ATR 0.262 0.259 -0.003 -1.1% 0.000
Volume 74,366 97,801 23,435 31.5% 354,094
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.384 6.291 5.879
R3 6.164 6.071 5.819
R2 5.944 5.944 5.798
R1 5.851 5.851 5.778 5.898
PP 5.724 5.724 5.724 5.747
S1 5.631 5.631 5.738 5.678
S2 5.504 5.504 5.718
S3 5.284 5.411 5.698
S4 5.064 5.191 5.637
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 5.820 5.280 0.540 9.4% 0.305 5.3% 89% False False 80,619
10 5.829 5.280 0.549 9.5% 0.257 4.5% 87% False False 62,765
20 5.829 5.086 0.743 12.9% 0.256 4.4% 90% False False 44,924
40 5.829 4.340 1.489 25.9% 0.241 4.2% 95% False False 31,745
60 5.860 4.340 1.520 26.4% 0.217 3.8% 93% False False 23,745
80 5.860 4.340 1.520 26.4% 0.202 3.5% 93% False False 18,834
100 6.170 4.340 1.830 31.8% 0.203 3.5% 77% False False 15,881
120 6.170 4.340 1.830 31.8% 0.202 3.5% 77% False False 13,762
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.061
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.752
2.618 6.393
1.618 6.173
1.000 6.037
0.618 5.953
HIGH 5.817
0.618 5.733
0.500 5.707
0.382 5.681
LOW 5.597
0.618 5.461
1.000 5.377
1.618 5.241
2.618 5.021
4.250 4.662
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 5.741 5.688
PP 5.724 5.618
S1 5.707 5.549

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

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