NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 4.455 4.550 0.095 2.1% 3.988
High 4.591 4.770 0.179 3.9% 4.820
Low 4.389 4.502 0.113 2.6% 3.988
Close 4.520 4.754 0.234 5.2% 4.655
Range 0.202 0.268 0.066 32.7% 0.832
ATR 0.264 0.265 0.000 0.1% 0.000
Volume 52,011 68,006 15,995 30.8% 500,856
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.479 5.385 4.901
R3 5.211 5.117 4.828
R2 4.943 4.943 4.803
R1 4.849 4.849 4.779 4.896
PP 4.675 4.675 4.675 4.699
S1 4.581 4.581 4.729 4.628
S2 4.407 4.407 4.705
S3 4.139 4.313 4.680
S4 3.871 4.045 4.607
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 4.389 0.431 9.1% 0.277 5.8% 85% False False 81,479
10 4.820 3.792 1.028 21.6% 0.350 7.4% 94% False False 79,326
20 4.820 3.491 1.329 28.0% 0.274 5.8% 95% False False 56,520
40 5.133 3.491 1.642 34.5% 0.228 4.8% 77% False False 37,131
60 5.133 3.491 1.642 34.5% 0.204 4.3% 77% False False 26,495
80 5.515 3.491 2.024 42.6% 0.202 4.2% 62% False False 20,854
100 5.523 3.491 2.032 42.7% 0.202 4.2% 62% False False 17,378
120 5.523 3.491 2.032 42.7% 0.187 3.9% 62% False False 14,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.071
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.909
2.618 5.472
1.618 5.204
1.000 5.038
0.618 4.936
HIGH 4.770
0.618 4.668
0.500 4.636
0.382 4.604
LOW 4.502
0.618 4.336
1.000 4.234
1.618 4.068
2.618 3.800
4.250 3.363
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 4.715 4.696
PP 4.675 4.638
S1 4.636 4.580

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

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