NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 3.950 3.965 0.015 0.4% 3.722
High 4.035 3.996 -0.039 -1.0% 4.035
Low 3.796 3.662 -0.134 -3.5% 3.502
Close 3.985 3.730 -0.255 -6.4% 3.985
Range 0.239 0.334 0.095 39.7% 0.533
ATR 0.295 0.298 0.003 0.9% 0.000
Volume 108,768 88,091 -20,677 -19.0% 605,258
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 4.798 4.598 3.914
R3 4.464 4.264 3.822
R2 4.130 4.130 3.791
R1 3.930 3.930 3.761 3.863
PP 3.796 3.796 3.796 3.763
S1 3.596 3.596 3.699 3.529
S2 3.462 3.462 3.669
S3 3.128 3.262 3.638
S4 2.794 2.928 3.546
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.440 5.245 4.278
R3 4.907 4.712 4.132
R2 4.374 4.374 4.083
R1 4.179 4.179 4.034 4.277
PP 3.841 3.841 3.841 3.889
S1 3.646 3.646 3.936 3.744
S2 3.308 3.308 3.887
S3 2.775 3.113 3.838
S4 2.242 2.580 3.692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.035 3.502 0.533 14.3% 0.281 7.5% 43% False False 113,026
10 4.035 3.313 0.722 19.4% 0.324 8.7% 58% False False 149,394
20 4.035 2.409 1.626 43.6% 0.323 8.7% 81% False False 138,213
40 4.421 2.409 2.012 53.9% 0.262 7.0% 66% False False 100,479
60 4.421 2.409 2.012 53.9% 0.241 6.5% 66% False False 72,818
80 4.933 2.409 2.524 67.7% 0.230 6.2% 52% False False 58,057
100 4.955 2.409 2.546 68.3% 0.234 6.3% 52% False False 48,863
120 4.955 2.409 2.546 68.3% 0.222 5.9% 52% False False 41,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.068
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.416
2.618 4.870
1.618 4.536
1.000 4.330
0.618 4.202
HIGH 3.996
0.618 3.868
0.500 3.829
0.382 3.790
LOW 3.662
0.618 3.456
1.000 3.328
1.618 3.122
2.618 2.788
4.250 2.243
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 3.829 3.849
PP 3.796 3.809
S1 3.763 3.770

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

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