NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 4.781 4.873 0.092 1.9% 4.735
High 4.972 4.959 -0.013 -0.3% 5.120
Low 4.781 4.513 -0.268 -5.6% 4.671
Close 4.880 4.588 -0.292 -6.0% 4.770
Range 0.191 0.446 0.255 133.5% 0.449
ATR 0.274 0.287 0.012 4.5% 0.000
Volume 122,852 92,965 -29,887 -24.3% 749,443
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.025 5.752 4.833
R3 5.579 5.306 4.711
R2 5.133 5.133 4.670
R1 4.860 4.860 4.629 4.774
PP 4.687 4.687 4.687 4.643
S1 4.414 4.414 4.547 4.328
S2 4.241 4.241 4.506
S3 3.795 3.968 4.465
S4 3.349 3.522 4.343
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.201 5.934 5.017
R3 5.752 5.485 4.893
R2 5.303 5.303 4.852
R1 5.036 5.036 4.811 5.170
PP 4.854 4.854 4.854 4.920
S1 4.587 4.587 4.729 4.721
S2 4.405 4.405 4.688
S3 3.956 4.138 4.647
S4 3.507 3.689 4.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.088 4.513 0.575 12.5% 0.273 6.0% 13% False True 134,340
10 5.120 4.351 0.769 16.8% 0.304 6.6% 31% False False 139,931
20 5.120 4.285 0.835 18.2% 0.297 6.5% 36% False False 113,035
40 5.120 3.491 1.629 35.5% 0.261 5.7% 67% False False 74,327
60 5.133 3.491 1.642 35.8% 0.239 5.2% 67% False False 54,266
80 5.133 3.491 1.642 35.8% 0.215 4.7% 67% False False 41,803
100 5.515 3.491 2.024 44.1% 0.216 4.7% 54% False False 34,273
120 5.523 3.491 2.032 44.3% 0.209 4.6% 54% False False 29,052
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 0.062
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6.855
2.618 6.127
1.618 5.681
1.000 5.405
0.618 5.235
HIGH 4.959
0.618 4.789
0.500 4.736
0.382 4.683
LOW 4.513
0.618 4.237
1.000 4.067
1.618 3.791
2.618 3.345
4.250 2.618
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 4.736 4.752
PP 4.687 4.697
S1 4.637 4.643

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

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