NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 4.550 4.715 0.165 3.6% 3.988
High 4.770 4.919 0.149 3.1% 4.820
Low 4.502 4.665 0.163 3.6% 3.988
Close 4.754 4.896 0.142 3.0% 4.655
Range 0.268 0.254 -0.014 -5.2% 0.832
ATR 0.265 0.264 -0.001 -0.3% 0.000
Volume 68,006 80,472 12,466 18.3% 500,856
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.589 5.496 5.036
R3 5.335 5.242 4.966
R2 5.081 5.081 4.943
R1 4.988 4.988 4.919 5.035
PP 4.827 4.827 4.827 4.850
S1 4.734 4.734 4.873 4.781
S2 4.573 4.573 4.849
S3 4.319 4.480 4.826
S4 4.065 4.226 4.756
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 4.919 4.389 0.530 10.8% 0.251 5.1% 96% True False 74,982
10 4.919 3.976 0.943 19.3% 0.325 6.6% 98% True False 82,894
20 4.919 3.491 1.428 29.2% 0.282 5.8% 98% True False 59,677
40 5.133 3.491 1.642 33.5% 0.229 4.7% 86% False False 39,009
60 5.133 3.491 1.642 33.5% 0.207 4.2% 86% False False 27,777
80 5.515 3.491 2.024 41.3% 0.201 4.1% 69% False False 21,814
100 5.523 3.491 2.032 41.5% 0.203 4.2% 69% False False 18,162
120 5.523 3.491 2.032 41.5% 0.189 3.9% 69% False False 15,361
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 0.063
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.999
2.618 5.584
1.618 5.330
1.000 5.173
0.618 5.076
HIGH 4.919
0.618 4.822
0.500 4.792
0.382 4.762
LOW 4.665
0.618 4.508
1.000 4.411
1.618 4.254
2.618 4.000
4.250 3.586
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 4.861 4.815
PP 4.827 4.735
S1 4.792 4.654

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

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