NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 4.441 4.320 -0.121 -2.7% 4.776
High 4.461 4.380 -0.081 -1.8% 4.819
Low 4.319 4.282 -0.037 -0.9% 4.497
Close 4.326 4.333 0.007 0.2% 4.519
Range 0.142 0.098 -0.044 -31.0% 0.322
ATR 0.182 0.176 -0.006 -3.3% 0.000
Volume 19,494 16,182 -3,312 -17.0% 148,638
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.626 4.577 4.387
R3 4.528 4.479 4.360
R2 4.430 4.430 4.351
R1 4.381 4.381 4.342 4.406
PP 4.332 4.332 4.332 4.344
S1 4.283 4.283 4.324 4.308
S2 4.234 4.234 4.315
S3 4.136 4.185 4.306
S4 4.038 4.087 4.279
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.578 5.370 4.696
R3 5.256 5.048 4.608
R2 4.934 4.934 4.578
R1 4.726 4.726 4.549 4.669
PP 4.612 4.612 4.612 4.583
S1 4.404 4.404 4.489 4.347
S2 4.290 4.290 4.460
S3 3.968 4.082 4.430
S4 3.646 3.760 4.342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.710 4.282 0.428 9.9% 0.133 3.1% 12% False True 25,940
10 5.081 4.282 0.799 18.4% 0.157 3.6% 6% False True 22,741
20 5.133 4.282 0.851 19.6% 0.187 4.3% 6% False True 15,375
40 5.133 4.264 0.869 20.1% 0.169 3.9% 8% False False 10,011
60 5.515 4.264 1.251 28.9% 0.186 4.3% 6% False False 8,079
80 5.523 4.264 1.259 29.1% 0.184 4.2% 5% False False 6,836
100 5.523 4.264 1.259 29.1% 0.169 3.9% 5% False False 5,693
120 5.523 4.264 1.259 29.1% 0.166 3.8% 5% False False 4,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.044
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4.797
2.618 4.637
1.618 4.539
1.000 4.478
0.618 4.441
HIGH 4.380
0.618 4.343
0.500 4.331
0.382 4.319
LOW 4.282
0.618 4.221
1.000 4.184
1.618 4.123
2.618 4.025
4.250 3.866
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 4.332 4.399
PP 4.332 4.377
S1 4.331 4.355

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

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