NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 4.815 4.545 -0.270 -5.6% 5.034
High 4.827 4.690 -0.137 -2.8% 5.115
Low 4.555 4.473 -0.082 -1.8% 4.555
Close 4.595 4.670 0.075 1.6% 4.595
Range 0.272 0.217 -0.055 -20.2% 0.560
ATR 0.253 0.250 -0.003 -1.0% 0.000
Volume 103,521 448 -103,073 -99.6% 500,679
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.262 5.183 4.789
R3 5.045 4.966 4.730
R2 4.828 4.828 4.710
R1 4.749 4.749 4.690 4.789
PP 4.611 4.611 4.611 4.631
S1 4.532 4.532 4.650 4.572
S2 4.394 4.394 4.630
S3 4.177 4.315 4.610
S4 3.960 4.098 4.551
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.435 6.075 4.903
R3 5.875 5.515 4.749
R2 5.315 5.315 4.698
R1 4.955 4.955 4.646 4.855
PP 4.755 4.755 4.755 4.705
S1 4.395 4.395 4.544 4.295
S2 4.195 4.195 4.492
S3 3.635 3.835 4.441
S4 3.075 3.275 4.287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.984 4.473 0.511 10.9% 0.230 4.9% 39% False True 76,964
10 5.366 4.473 0.893 19.1% 0.245 5.2% 22% False True 85,216
20 5.989 4.473 1.516 32.5% 0.260 5.6% 13% False True 81,739
40 5.989 4.473 1.516 32.5% 0.254 5.4% 13% False True 56,463
60 5.989 4.340 1.649 35.3% 0.232 5.0% 20% False False 42,453
80 5.989 4.340 1.649 35.3% 0.220 4.7% 20% False False 33,484
100 5.989 4.340 1.649 35.3% 0.207 4.4% 20% False False 27,600
120 6.170 4.340 1.830 39.2% 0.208 4.5% 18% False False 23,651
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 True
Bull Hook False
Stretch 0.061
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.612
2.618 5.258
1.618 5.041
1.000 4.907
0.618 4.824
HIGH 4.690
0.618 4.607
0.500 4.582
0.382 4.556
LOW 4.473
0.618 4.339
1.000 4.256
1.618 4.122
2.618 3.905
4.250 3.551
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 4.641 4.678
PP 4.611 4.675
S1 4.582 4.673

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

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