NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 4.450 4.735 0.285 6.4% 4.944
High 4.728 5.070 0.342 7.2% 4.975
Low 4.351 4.671 0.320 7.4% 4.351
Close 4.718 4.987 0.269 5.7% 4.718
Range 0.377 0.399 0.022 5.8% 0.624
ATR 0.278 0.287 0.009 3.1% 0.000
Volume 163,731 138,356 -25,375 -15.5% 614,810
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.106 5.946 5.206
R3 5.707 5.547 5.097
R2 5.308 5.308 5.060
R1 5.148 5.148 5.024 5.228
PP 4.909 4.909 4.909 4.950
S1 4.749 4.749 4.950 4.829
S2 4.510 4.510 4.914
S3 4.111 4.350 4.877
S4 3.712 3.951 4.768
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.553 6.260 5.061
R3 5.929 5.636 4.890
R2 5.305 5.305 4.832
R1 5.012 5.012 4.775 4.847
PP 4.681 4.681 4.681 4.599
S1 4.388 4.388 4.661 4.223
S2 4.057 4.057 4.604
S3 3.433 3.764 4.546
S4 2.809 3.140 4.375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.070 4.351 0.719 14.4% 0.346 6.9% 88% True False 133,338
10 5.070 4.351 0.719 14.4% 0.288 5.8% 88% True False 102,933
20 5.070 3.630 1.440 28.9% 0.319 6.4% 94% True False 89,640
40 5.070 3.491 1.579 31.7% 0.240 4.8% 95% True False 57,941
60 5.133 3.491 1.642 32.9% 0.230 4.6% 91% False False 41,037
80 5.515 3.491 2.024 40.6% 0.211 4.2% 74% False False 31,831
100 5.515 3.491 2.024 40.6% 0.210 4.2% 74% False False 26,173
120 5.523 3.491 2.032 40.7% 0.201 4.0% 74% False False 22,224
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 0.066
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.766
2.618 6.115
1.618 5.716
1.000 5.469
0.618 5.317
HIGH 5.070
0.618 4.918
0.500 4.871
0.382 4.823
LOW 4.671
0.618 4.424
1.000 4.272
1.618 4.025
2.618 3.626
4.250 2.975
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 4.948 4.895
PP 4.909 4.803
S1 4.871 4.711

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

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