NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 4.715 4.904 0.189 4.0% 4.580
High 4.919 4.990 0.071 1.4% 4.990
Low 4.665 4.776 0.111 2.4% 4.389
Close 4.896 4.948 0.052 1.1% 4.948
Range 0.254 0.214 -0.040 -15.7% 0.601
ATR 0.264 0.260 -0.004 -1.3% 0.000
Volume 80,472 75,681 -4,791 -6.0% 340,983
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.547 5.461 5.066
R3 5.333 5.247 5.007
R2 5.119 5.119 4.987
R1 5.033 5.033 4.968 5.076
PP 4.905 4.905 4.905 4.926
S1 4.819 4.819 4.928 4.862
S2 4.691 4.691 4.909
S3 4.477 4.605 4.889
S4 4.263 4.391 4.830
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.579 6.364 5.279
R3 5.978 5.763 5.113
R2 5.377 5.377 5.058
R1 5.162 5.162 5.003 5.270
PP 4.776 4.776 4.776 4.829
S1 4.561 4.561 4.893 4.669
S2 4.175 4.175 4.838
S3 3.574 3.960 4.783
S4 2.973 3.359 4.617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.990 4.389 0.601 12.1% 0.235 4.8% 93% True False 68,196
10 4.990 3.988 1.002 20.3% 0.299 6.0% 96% True False 84,183
20 4.990 3.491 1.499 30.3% 0.284 5.7% 97% True False 62,203
40 5.133 3.491 1.642 33.2% 0.228 4.6% 89% False False 40,730
60 5.133 3.491 1.642 33.2% 0.208 4.2% 89% False False 28,980
80 5.515 3.491 2.024 40.9% 0.200 4.0% 72% False False 22,715
100 5.523 3.491 2.032 41.1% 0.203 4.1% 72% False False 18,897
120 5.523 3.491 2.032 41.1% 0.190 3.8% 72% False False 15,990
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 0.054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.900
2.618 5.550
1.618 5.336
1.000 5.204
0.618 5.122
HIGH 4.990
0.618 4.908
0.500 4.883
0.382 4.858
LOW 4.776
0.618 4.644
1.000 4.562
1.618 4.430
2.618 4.216
4.250 3.867
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 4.926 4.881
PP 4.905 4.813
S1 4.883 4.746

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

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