NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 3.895 3.924 0.029 0.7% 4.019
High 4.010 4.303 0.293 7.3% 4.106
Low 3.852 3.792 -0.060 -1.6% 3.491
Close 3.870 4.249 0.379 9.8% 3.737
Range 0.158 0.511 0.353 223.4% 0.615
ATR 0.190 0.212 0.023 12.1% 0.000
Volume 43,992 44,791 799 1.8% 178,659
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.648 5.459 4.530
R3 5.137 4.948 4.390
R2 4.626 4.626 4.343
R1 4.437 4.437 4.296 4.532
PP 4.115 4.115 4.115 4.162
S1 3.926 3.926 4.202 4.021
S2 3.604 3.604 4.155
S3 3.093 3.415 4.108
S4 2.582 2.904 3.968
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.623 5.295 4.075
R3 5.008 4.680 3.906
R2 4.393 4.393 3.850
R1 4.065 4.065 3.793 3.922
PP 3.778 3.778 3.778 3.706
S1 3.450 3.450 3.681 3.307
S2 3.163 3.163 3.624
S3 2.548 2.835 3.568
S4 1.933 2.220 3.399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.303 3.491 0.812 19.1% 0.313 7.4% 93% True False 46,313
10 4.303 3.491 0.812 19.1% 0.239 5.6% 93% True False 36,461
20 4.710 3.491 1.219 28.7% 0.189 4.4% 62% False False 29,121
40 5.133 3.491 1.642 38.6% 0.200 4.7% 46% False False 19,732
60 5.445 3.491 1.954 46.0% 0.179 4.2% 39% False False 14,553
80 5.515 3.491 2.024 47.6% 0.187 4.4% 37% False False 11,893
100 5.523 3.491 2.032 47.8% 0.183 4.3% 37% False False 10,050
120 5.523 3.491 2.032 47.8% 0.174 4.1% 37% False False 8,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.060
Widest range in 175 trading days
Fibonacci Retracements and Extensions
4.250 6.475
2.618 5.641
1.618 5.130
1.000 4.814
0.618 4.619
HIGH 4.303
0.618 4.108
0.500 4.048
0.382 3.987
LOW 3.792
0.618 3.476
1.000 3.281
1.618 2.965
2.618 2.454
4.250 1.620
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 4.182 4.155
PP 4.115 4.061
S1 4.048 3.967

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

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