NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 4.170 4.337 0.167 4.0% 4.451
High 4.342 4.348 0.006 0.1% 4.516
Low 4.150 4.219 0.069 1.7% 4.182
Close 4.307 4.261 -0.046 -1.1% 4.197
Range 0.192 0.129 -0.063 -32.8% 0.334
ATR 0.173 0.170 -0.003 -1.8% 0.000
Volume 18,461 15,764 -2,697 -14.6% 95,061
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.663 4.591 4.332
R3 4.534 4.462 4.296
R2 4.405 4.405 4.285
R1 4.333 4.333 4.273 4.305
PP 4.276 4.276 4.276 4.262
S1 4.204 4.204 4.249 4.176
S2 4.147 4.147 4.237
S3 4.018 4.075 4.226
S4 3.889 3.946 4.190
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 4.401 4.150 0.251 5.9% 0.142 3.3% 44% False False 17,394
10 4.717 4.150 0.567 13.3% 0.140 3.3% 20% False False 22,785
20 5.133 4.150 0.983 23.1% 0.181 4.2% 11% False False 17,742
40 5.133 4.150 0.983 23.1% 0.170 4.0% 11% False False 11,482
60 5.515 4.150 1.365 32.0% 0.178 4.2% 8% False False 8,966
80 5.523 4.150 1.373 32.2% 0.184 4.3% 8% False False 7,593
100 5.523 4.150 1.373 32.2% 0.170 4.0% 8% False False 6,341
120 5.523 4.150 1.373 32.2% 0.166 3.9% 8% False False 5,497
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.896
2.618 4.686
1.618 4.557
1.000 4.477
0.618 4.428
HIGH 4.348
0.618 4.299
0.500 4.284
0.382 4.268
LOW 4.219
0.618 4.139
1.000 4.090
1.618 4.010
2.618 3.881
4.250 3.671
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 4.284 4.257
PP 4.276 4.253
S1 4.269 4.249

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

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