NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 4.919 4.890 -0.029 -0.6% 4.944
High 5.088 5.045 -0.043 -0.8% 4.975
Low 4.831 4.808 -0.023 -0.5% 4.351
Close 4.904 4.963 0.059 1.2% 4.718
Range 0.257 0.237 -0.020 -7.8% 0.624
ATR 0.287 0.283 -0.004 -1.2% 0.000
Volume 155,204 155,204 0 0.0% 614,810
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.650 5.543 5.093
R3 5.413 5.306 5.028
R2 5.176 5.176 5.006
R1 5.069 5.069 4.985 5.123
PP 4.939 4.939 4.939 4.965
S1 4.832 4.832 4.941 4.886
S2 4.702 4.702 4.920
S3 4.465 4.595 4.898
S4 4.228 4.358 4.833
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 5.120 4.351 0.769 15.5% 0.318 6.4% 80% False False 153,539
10 5.120 4.351 0.769 15.5% 0.297 6.0% 80% False False 129,445
20 5.120 3.976 1.144 23.1% 0.311 6.3% 86% False False 106,170
40 5.120 3.491 1.629 32.8% 0.250 5.0% 90% False False 67,645
60 5.133 3.491 1.642 33.1% 0.237 4.8% 90% False False 48,545
80 5.445 3.491 1.954 39.4% 0.212 4.3% 75% False False 37,457
100 5.515 3.491 2.024 40.8% 0.212 4.3% 73% False False 30,748
120 5.523 3.491 2.032 40.9% 0.204 4.1% 72% False False 26,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.079
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.052
2.618 5.665
1.618 5.428
1.000 5.282
0.618 5.191
HIGH 5.045
0.618 4.954
0.500 4.927
0.382 4.899
LOW 4.808
0.618 4.662
1.000 4.571
1.618 4.425
2.618 4.188
4.250 3.801
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 4.951 4.962
PP 4.939 4.961
S1 4.927 4.961

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

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