NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 4.904 4.944 0.040 0.8% 4.580
High 4.990 4.975 -0.015 -0.3% 4.990
Low 4.776 4.761 -0.015 -0.3% 4.389
Close 4.948 4.830 -0.118 -2.4% 4.948
Range 0.214 0.214 0.000 0.0% 0.601
ATR 0.260 0.257 -0.003 -1.3% 0.000
Volume 75,681 86,474 10,793 14.3% 340,983
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.497 5.378 4.948
R3 5.283 5.164 4.889
R2 5.069 5.069 4.869
R1 4.950 4.950 4.850 4.903
PP 4.855 4.855 4.855 4.832
S1 4.736 4.736 4.810 4.689
S2 4.641 4.641 4.791
S3 4.427 4.522 4.771
S4 4.213 4.308 4.712
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 12.4% 0.230 4.8% 73% False False 72,528
10 4.990 4.283 0.707 14.6% 0.277 5.7% 77% False False 86,330
20 4.990 3.491 1.499 31.0% 0.285 5.9% 89% False False 65,238
40 5.133 3.491 1.642 34.0% 0.230 4.8% 82% False False 42,715
60 5.133 3.491 1.642 34.0% 0.211 4.4% 82% False False 30,363
80 5.515 3.491 2.024 41.9% 0.200 4.1% 66% False False 23,758
100 5.523 3.491 2.032 42.1% 0.202 4.2% 66% False False 19,720
120 5.523 3.491 2.032 42.1% 0.191 4.0% 66% False False 16,701
Crabel Price Patterns
NR False
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 0.057
Fibonacci Retracements and Extensions
4.250 5.885
2.618 5.535
1.618 5.321
1.000 5.189
0.618 5.107
HIGH 4.975
0.618 4.893
0.500 4.868
0.382 4.843
LOW 4.761
0.618 4.629
1.000 4.547
1.618 4.415
2.618 4.201
4.250 3.852
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 4.868 4.829
PP 4.855 4.828
S1 4.843 4.828

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

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