NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 4.241 4.260 0.019 0.4% 4.451
High 4.278 4.260 -0.018 -0.4% 4.516
Low 4.175 4.080 -0.095 -2.3% 4.182
Close 4.269 4.189 -0.080 -1.9% 4.197
Range 0.103 0.180 0.077 74.8% 0.334
ATR 0.165 0.167 0.002 1.0% 0.000
Volume 17,324 25,164 7,840 45.3% 95,061
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.716 4.633 4.288
R3 4.536 4.453 4.239
R2 4.356 4.356 4.222
R1 4.273 4.273 4.206 4.225
PP 4.176 4.176 4.176 4.152
S1 4.093 4.093 4.173 4.045
S2 3.996 3.996 4.156
S3 3.816 3.913 4.140
S4 3.636 3.733 4.090
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 4.348 4.080 0.268 6.4% 0.145 3.5% 41% False True 19,860
10 4.598 4.080 0.518 12.4% 0.138 3.3% 21% False True 20,803
20 5.133 4.080 1.053 25.1% 0.173 4.1% 10% False True 19,257
40 5.133 4.080 1.053 25.1% 0.170 4.1% 10% False True 12,369
60 5.515 4.080 1.435 34.3% 0.172 4.1% 8% False True 9,552
80 5.523 4.080 1.443 34.4% 0.183 4.4% 8% False True 8,070
100 5.523 4.080 1.443 34.4% 0.171 4.1% 8% False True 6,747
120 5.523 4.080 1.443 34.4% 0.167 4.0% 8% False True 5,840
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.025
2.618 4.731
1.618 4.551
1.000 4.440
0.618 4.371
HIGH 4.260
0.618 4.191
0.500 4.170
0.382 4.149
LOW 4.080
0.618 3.969
1.000 3.900
1.618 3.789
2.618 3.609
4.250 3.315
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 4.183 4.214
PP 4.176 4.206
S1 4.170 4.197

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

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