NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 4.735 4.432 -0.303 -6.4% 3.988
High 4.820 4.696 -0.124 -2.6% 4.820
Low 4.440 4.402 -0.038 -0.9% 3.988
Close 4.455 4.655 0.200 4.5% 4.655
Range 0.380 0.294 -0.086 -22.6% 0.832
ATR 0.269 0.271 0.002 0.7% 0.000
Volume 112,960 109,609 -3,351 -3.0% 500,856
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.466 5.355 4.817
R3 5.172 5.061 4.736
R2 4.878 4.878 4.709
R1 4.767 4.767 4.682 4.823
PP 4.584 4.584 4.584 4.612
S1 4.473 4.473 4.628 4.529
S2 4.290 4.290 4.601
S3 3.996 4.179 4.574
S4 3.702 3.885 4.493
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.984 6.651 5.113
R3 6.152 5.819 4.884
R2 5.320 5.320 4.808
R1 4.987 4.987 4.731 5.154
PP 4.488 4.488 4.488 4.571
S1 4.155 4.155 4.579 4.322
S2 3.656 3.656 4.502
S3 2.824 3.323 4.426
S4 1.992 2.491 4.197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.820 3.988 0.832 17.9% 0.363 7.8% 80% False False 100,171
10 4.820 3.491 1.329 28.5% 0.355 7.6% 88% False False 75,130
20 4.820 3.491 1.329 28.5% 0.261 5.6% 88% False False 50,119
40 5.133 3.491 1.642 35.3% 0.221 4.7% 71% False False 32,931
60 5.133 3.491 1.642 35.3% 0.200 4.3% 71% False False 23,551
80 5.515 3.491 2.024 43.5% 0.202 4.3% 58% False False 18,685
100 5.523 3.491 2.032 43.7% 0.200 4.3% 57% False False 15,613
120 5.523 3.491 2.032 43.7% 0.184 4.0% 57% False False 13,196
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 True
Bull Hook False
Stretch 0.080
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.946
2.618 5.466
1.618 5.172
1.000 4.990
0.618 4.878
HIGH 4.696
0.618 4.584
0.500 4.549
0.382 4.514
LOW 4.402
0.618 4.220
1.000 4.108
1.618 3.926
2.618 3.632
4.250 3.153
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 4.620 4.621
PP 4.584 4.587
S1 4.549 4.553

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

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