NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 4.260 4.200 -0.060 -1.4% 4.170
High 4.260 4.215 -0.045 -1.1% 4.348
Low 4.080 4.032 -0.048 -1.2% 4.032
Close 4.189 4.053 -0.136 -3.2% 4.053
Range 0.180 0.183 0.003 1.7% 0.316
ATR 0.167 0.168 0.001 0.7% 0.000
Volume 25,164 25,776 612 2.4% 102,489
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.649 4.534 4.154
R3 4.466 4.351 4.103
R2 4.283 4.283 4.087
R1 4.168 4.168 4.070 4.134
PP 4.100 4.100 4.100 4.083
S1 3.985 3.985 4.036 3.951
S2 3.917 3.917 4.019
S3 3.734 3.802 4.003
S4 3.551 3.619 3.952
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.092 4.889 4.227
R3 4.776 4.573 4.140
R2 4.460 4.460 4.111
R1 4.257 4.257 4.082 4.201
PP 4.144 4.144 4.144 4.116
S1 3.941 3.941 4.024 3.885
S2 3.828 3.828 3.995
S3 3.512 3.625 3.966
S4 3.196 3.309 3.879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.348 4.032 0.316 7.8% 0.157 3.9% 7% False True 20,497
10 4.516 4.032 0.484 11.9% 0.147 3.6% 4% False True 19,755
20 5.133 4.032 1.101 27.2% 0.175 4.3% 2% False True 20,192
40 5.133 4.032 1.101 27.2% 0.173 4.3% 2% False True 12,926
60 5.515 4.032 1.483 36.6% 0.171 4.2% 1% False True 9,931
80 5.523 4.032 1.491 36.8% 0.182 4.5% 1% False True 8,340
100 5.523 4.032 1.491 36.8% 0.172 4.3% 1% False True 6,993
120 5.523 4.032 1.491 36.8% 0.168 4.1% 1% False True 6,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.993
2.618 4.694
1.618 4.511
1.000 4.398
0.618 4.328
HIGH 4.215
0.618 4.145
0.500 4.124
0.382 4.102
LOW 4.032
0.618 3.919
1.000 3.849
1.618 3.736
2.618 3.553
4.250 3.254
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 4.124 4.155
PP 4.100 4.121
S1 4.077 4.087

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

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