NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 3.988 4.420 0.432 10.8% 3.741
High 4.426 4.520 0.094 2.1% 4.445
Low 3.988 4.283 0.295 7.4% 3.630
Close 4.324 4.301 -0.023 -0.5% 4.011
Range 0.438 0.237 -0.201 -45.9% 0.815
ATR 0.246 0.245 -0.001 -0.3% 0.000
Volume 65,009 96,199 31,190 48.0% 197,802
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.079 4.927 4.431
R3 4.842 4.690 4.366
R2 4.605 4.605 4.344
R1 4.453 4.453 4.323 4.411
PP 4.368 4.368 4.368 4.347
S1 4.216 4.216 4.279 4.174
S2 4.131 4.131 4.258
S3 3.894 3.979 4.236
S4 3.657 3.742 4.171
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.474 6.057 4.459
R3 5.659 5.242 4.235
R2 4.844 4.844 4.160
R1 4.427 4.427 4.086 4.636
PP 4.029 4.029 4.029 4.133
S1 3.612 3.612 3.936 3.821
S2 3.214 3.214 3.862
S3 2.399 2.797 3.787
S4 1.584 1.982 3.563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.520 3.792 0.728 16.9% 0.363 8.4% 70% True False 62,555
10 4.520 3.491 1.029 23.9% 0.300 7.0% 79% True False 51,100
20 4.520 3.491 1.029 23.9% 0.225 5.2% 79% True False 35,620
40 5.133 3.491 1.642 38.2% 0.210 4.9% 49% False False 24,881
60 5.133 3.491 1.642 38.2% 0.188 4.4% 49% False False 18,059
80 5.515 3.491 2.024 47.1% 0.195 4.5% 40% False False 14,583
100 5.523 3.491 2.032 47.2% 0.191 4.5% 40% False False 12,256
120 5.523 3.491 2.032 47.2% 0.178 4.1% 40% False False 10,411
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.078
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.527
2.618 5.140
1.618 4.903
1.000 4.757
0.618 4.666
HIGH 4.520
0.618 4.429
0.500 4.402
0.382 4.374
LOW 4.283
0.618 4.137
1.000 4.046
1.618 3.900
2.618 3.663
4.250 3.276
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 4.402 4.283
PP 4.368 4.266
S1 4.335 4.248

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

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