NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	4.540	4.274	-0.266	-5.9%	4.545
High	4.578	4.364	-0.214	-4.7%	4.690
Low	4.229	4.157	-0.072	-1.7%	4.287
Close	4.254	4.342	0.088	2.1%	4.392
Range	0.349	0.207	-0.142	-40.7%	0.403
ATR	0.241	0.239	-0.002	-1.0%	0.000
Volume	144,785	129,886	-14,899	-10.3%	485,651

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.909	4.832	4.456
R3	4.702	4.625	4.399
R2	4.495	4.495	4.380
R1	4.418	4.418	4.361	4.457
PP	4.288	4.288	4.288	4.307
S1	4.211	4.211	4.323	4.250
S2	4.081	4.081	4.304
S3	3.874	4.004	4.285
S4	3.667	3.797	4.228

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.665	5.432	4.614
R3	5.262	5.029	4.503
R2	4.859	4.859	4.466
R1	4.626	4.626	4.429	4.541
PP	4.456	4.456	4.456	4.414
S1	4.223	4.223	4.355	4.138
S2	4.053	4.053	4.318
S3	3.650	3.820	4.281
S4	3.247	3.417	4.170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.734	4.157	0.577	13.3%	0.245	5.6%	32%	False	True	133,407
10	4.827	4.157	0.670	15.4%	0.224	5.1%	28%	False	True	112,817
20	5.742	4.157	1.585	36.5%	0.236	5.4%	12%	False	True	100,960
40	5.989	4.157	1.832	42.2%	0.247	5.7%	10%	False	True	77,493
60	5.989	4.157	1.832	42.2%	0.245	5.6%	10%	False	True	58,380
80	5.989	4.157	1.832	42.2%	0.225	5.2%	10%	False	True	45,894
100	5.989	4.157	1.832	42.2%	0.212	4.9%	10%	False	True	37,553
120	6.170	4.157	2.013	46.4%	0.208	4.8%	9%	False	True	31,924

Crabel Price Patterns
NR	True
NR4	True
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	0.054
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.244
2.618	4.906
1.618	4.699
1.000	4.571
0.618	4.492
HIGH	4.364
0.618	4.285
0.500	4.261
0.382	4.236
LOW	4.157
0.618	4.029
1.000	3.950
1.618	3.822
2.618	3.615
4.250	3.277

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	4.315	4.446
PP	4.288	4.411
S1	4.261	4.377

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