NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 4.329 4.230 -0.099 -2.3% 4.451
High 4.401 4.304 -0.097 -2.2% 4.516
Low 4.232 4.182 -0.050 -1.2% 4.182
Close 4.241 4.197 -0.044 -1.0% 4.197
Range 0.169 0.122 -0.047 -27.8% 0.334
ATR 0.176 0.172 -0.004 -2.2% 0.000
Volume 13,976 22,590 8,614 61.6% 95,061
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.594 4.517 4.264
R3 4.472 4.395 4.231
R2 4.350 4.350 4.219
R1 4.273 4.273 4.208 4.251
PP 4.228 4.228 4.228 4.216
S1 4.151 4.151 4.186 4.129
S2 4.106 4.106 4.175
S3 3.984 4.029 4.163
S4 3.862 3.907 4.130
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.300 5.083 4.381
R3 4.966 4.749 4.289
R2 4.632 4.632 4.258
R1 4.415 4.415 4.228 4.357
PP 4.298 4.298 4.298 4.269
S1 4.081 4.081 4.166 4.023
S2 3.964 3.964 4.136
S3 3.630 3.747 4.105
S4 3.296 3.413 4.013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.516 4.182 0.334 8.0% 0.136 3.2% 4% False True 19,012
10 4.819 4.182 0.637 15.2% 0.138 3.3% 2% False True 24,369
20 5.133 4.182 0.951 22.7% 0.179 4.3% 2% False True 16,537
40 5.133 4.182 0.951 22.7% 0.169 4.0% 2% False True 10,752
60 5.515 4.182 1.333 31.8% 0.180 4.3% 1% False True 8,514
80 5.523 4.182 1.341 32.0% 0.185 4.4% 1% False True 7,249
100 5.523 4.182 1.341 32.0% 0.169 4.0% 1% False True 6,026
120 5.523 4.182 1.341 32.0% 0.167 4.0% 1% False True 5,230
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.823
2.618 4.623
1.618 4.501
1.000 4.426
0.618 4.379
HIGH 4.304
0.618 4.257
0.500 4.243
0.382 4.229
LOW 4.182
0.618 4.107
1.000 4.060
1.618 3.985
2.618 3.863
4.250 3.664
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 4.243 4.292
PP 4.228 4.260
S1 4.212 4.229

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

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