NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 4.285 4.735 0.450 10.5% 3.741
High 4.750 4.820 0.070 1.5% 4.445
Low 4.285 4.440 0.155 3.6% 3.630
Close 4.715 4.455 -0.260 -5.5% 4.011
Range 0.465 0.380 -0.085 -18.3% 0.815
ATR 0.261 0.269 0.009 3.3% 0.000
Volume 117,079 112,960 -4,119 -3.5% 197,802
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.712 5.463 4.664
R3 5.332 5.083 4.560
R2 4.952 4.952 4.525
R1 4.703 4.703 4.490 4.638
PP 4.572 4.572 4.572 4.539
S1 4.323 4.323 4.420 4.258
S2 4.192 4.192 4.385
S3 3.812 3.943 4.351
S4 3.432 3.563 4.246
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 4.820 3.976 0.844 18.9% 0.398 8.9% 57% True False 90,806
10 4.820 3.491 1.329 29.8% 0.355 8.0% 73% True False 68,559
20 4.820 3.491 1.329 29.8% 0.255 5.7% 73% True False 45,338
40 5.133 3.491 1.642 36.9% 0.221 5.0% 59% False False 30,356
60 5.133 3.491 1.642 36.9% 0.197 4.4% 59% False False 21,786
80 5.515 3.491 2.024 45.4% 0.203 4.6% 48% False False 17,394
100 5.523 3.491 2.032 45.6% 0.198 4.4% 47% False False 14,536
120 5.523 3.491 2.032 45.6% 0.183 4.1% 47% False False 12,300
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.081
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.435
2.618 5.815
1.618 5.435
1.000 5.200
0.618 5.055
HIGH 4.820
0.618 4.675
0.500 4.630
0.382 4.585
LOW 4.440
0.618 4.205
1.000 4.060
1.618 3.825
2.618 3.445
4.250 2.825
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 4.630 4.552
PP 4.572 4.519
S1 4.513 4.487

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

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