NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 4.432 4.580 0.148 3.3% 3.988
High 4.696 4.650 -0.046 -1.0% 4.820
Low 4.402 4.411 0.009 0.2% 3.988
Close 4.655 4.422 -0.233 -5.0% 4.655
Range 0.294 0.239 -0.055 -18.7% 0.832
ATR 0.271 0.269 -0.002 -0.7% 0.000
Volume 109,609 64,813 -44,796 -40.9% 500,856
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.211 5.056 4.553
R3 4.972 4.817 4.488
R2 4.733 4.733 4.466
R1 4.578 4.578 4.444 4.536
PP 4.494 4.494 4.494 4.474
S1 4.339 4.339 4.400 4.297
S2 4.255 4.255 4.378
S3 4.016 4.100 4.356
S4 3.777 3.861 4.291
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 4.283 0.537 12.1% 0.323 7.3% 26% False False 100,132
10 4.820 3.630 1.190 26.9% 0.350 7.9% 67% False False 76,347
20 4.820 3.491 1.329 30.1% 0.267 6.0% 70% False False 52,230
40 5.133 3.491 1.642 37.1% 0.223 5.0% 57% False False 34,384
60 5.133 3.491 1.642 37.1% 0.201 4.6% 57% False False 24,578
80 5.515 3.491 2.024 45.8% 0.202 4.6% 46% False False 19,443
100 5.523 3.491 2.032 46.0% 0.201 4.5% 46% False False 16,245
120 5.523 3.491 2.032 46.0% 0.186 4.2% 46% False False 13,726
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.075
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.666
2.618 5.276
1.618 5.037
1.000 4.889
0.618 4.798
HIGH 4.650
0.618 4.559
0.500 4.531
0.382 4.502
LOW 4.411
0.618 4.263
1.000 4.172
1.618 4.024
2.618 3.785
4.250 3.395
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 4.531 4.611
PP 4.494 4.548
S1 4.458 4.485

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

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