NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 4.862 4.825 -0.037 -0.8% 4.580
High 4.920 4.825 -0.095 -1.9% 4.990
Low 4.727 4.439 -0.288 -6.1% 4.389
Close 4.841 4.466 -0.375 -7.7% 4.948
Range 0.193 0.386 0.193 100.0% 0.601
ATR 0.260 0.270 0.010 3.9% 0.000
Volume 162,645 107,678 -54,967 -33.8% 340,983
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.735 5.486 4.678
R3 5.349 5.100 4.572
R2 4.963 4.963 4.537
R1 4.714 4.714 4.501 4.646
PP 4.577 4.577 4.577 4.542
S1 4.328 4.328 4.431 4.260
S2 4.191 4.191 4.395
S3 3.805 3.942 4.360
S4 3.419 3.556 4.254
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 4.439 0.551 12.3% 0.277 6.2% 5% False True 105,352
10 4.990 4.389 0.601 13.5% 0.264 5.9% 13% False False 90,167
20 4.990 3.491 1.499 33.6% 0.310 6.9% 65% False False 79,363
40 5.081 3.491 1.590 35.6% 0.233 5.2% 61% False False 50,896
60 5.133 3.491 1.642 36.8% 0.220 4.9% 59% False False 36,203
80 5.515 3.491 2.024 45.3% 0.207 4.6% 48% False False 28,187
100 5.523 3.491 2.032 45.5% 0.206 4.6% 48% False False 23,260
120 5.523 3.491 2.032 45.5% 0.196 4.4% 48% False False 19,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.059
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.466
2.618 5.836
1.618 5.450
1.000 5.211
0.618 5.064
HIGH 4.825
0.618 4.678
0.500 4.632
0.382 4.586
LOW 4.439
0.618 4.200
1.000 4.053
1.618 3.814
2.618 3.428
4.250 2.799
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 4.632 4.707
PP 4.577 4.627
S1 4.521 4.546

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

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