NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 4.873 4.609 -0.264 -5.4% 4.735
High 4.959 4.664 -0.295 -5.9% 5.120
Low 4.513 4.399 -0.114 -2.5% 4.671
Close 4.588 4.436 -0.152 -3.3% 4.770
Range 0.446 0.265 -0.181 -40.6% 0.449
ATR 0.287 0.285 -0.002 -0.5% 0.000
Volume 92,965 180,890 87,925 94.6% 749,443
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.295 5.130 4.582
R3 5.030 4.865 4.509
R2 4.765 4.765 4.485
R1 4.600 4.600 4.460 4.550
PP 4.500 4.500 4.500 4.475
S1 4.335 4.335 4.412 4.285
S2 4.235 4.235 4.387
S3 3.970 4.070 4.363
S4 3.705 3.805 4.290
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 5.045 4.399 0.646 14.6% 0.275 6.2% 6% False True 139,477
10 5.120 4.351 0.769 17.3% 0.311 7.0% 11% False False 141,755
20 5.120 4.351 0.769 17.3% 0.287 6.5% 11% False False 116,225
40 5.120 3.491 1.629 36.7% 0.264 6.0% 58% False False 78,362
60 5.133 3.491 1.642 37.0% 0.241 5.4% 58% False False 57,189
80 5.133 3.491 1.642 37.0% 0.217 4.9% 58% False False 44,022
100 5.515 3.491 2.024 45.6% 0.217 4.9% 47% False False 36,062
120 5.523 3.491 2.032 45.8% 0.211 4.7% 47% False False 30,552
Crabel Price Patterns
NR True
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 0.062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.790
2.618 5.358
1.618 5.093
1.000 4.929
0.618 4.828
HIGH 4.664
0.618 4.563
0.500 4.532
0.382 4.500
LOW 4.399
0.618 4.235
1.000 4.134
1.618 3.970
2.618 3.705
4.250 3.273
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 4.532 4.686
PP 4.500 4.602
S1 4.468 4.519

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

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