NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	5.616	5.449	-0.167	-3.0%	5.739
High	5.742	5.458	-0.284	-4.9%	5.989
Low	5.473	5.200	-0.273	-5.0%	5.473
Close	5.484	5.212	-0.272	-5.0%	5.484
Range	0.269	0.258	-0.011	-4.1%	0.516
ATR	0.255	0.258	0.002	0.8%	0.000
Volume	78,844	63,996	-14,848	-18.8%	413,334

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.064	5.896	5.354
R3	5.806	5.638	5.283
R2	5.548	5.548	5.259
R1	5.380	5.380	5.236	5.335
PP	5.290	5.290	5.290	5.268
S1	5.122	5.122	5.188	5.077
S2	5.032	5.032	5.165
S3	4.774	4.864	5.141
S4	4.516	4.606	5.070

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.197	6.856	5.768
R3	6.681	6.340	5.626
R2	6.165	6.165	5.579
R1	5.824	5.824	5.531	5.737
PP	5.649	5.649	5.649	5.605
S1	5.308	5.308	5.437	5.221
S2	5.133	5.133	5.389
S3	4.617	4.792	5.342
S4	4.101	4.276	5.200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.989	5.200	0.789	15.1%	0.247	4.7%	2%	False	True	75,905
10	5.989	5.200	0.789	15.1%	0.276	5.3%	2%	False	True	78,262
20	5.989	5.200	0.789	15.1%	0.266	5.1%	2%	False	True	59,330
40	5.989	4.340	1.649	31.6%	0.255	4.9%	53%	False	False	40,110
60	5.989	4.340	1.649	31.6%	0.224	4.3%	53%	False	False	29,719
80	5.989	4.340	1.649	31.6%	0.210	4.0%	53%	False	False	23,390
100	6.170	4.340	1.830	35.1%	0.203	3.9%	48%	False	False	19,460
120	6.170	4.340	1.830	35.1%	0.204	3.9%	48%	False	False	16,800

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.064
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.555
2.618	6.133
1.618	5.875
1.000	5.716
0.618	5.617
HIGH	5.458
0.618	5.359
0.500	5.329
0.382	5.299
LOW	5.200
0.618	5.041
1.000	4.942
1.618	4.783
2.618	4.525
4.250	4.104

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	5.329	5.525
PP	5.290	5.420
S1	5.251	5.316

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