NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 4.500 4.770 0.270 6.0% 4.781
High 4.880 4.916 0.036 0.7% 4.972
Low 4.437 4.672 0.235 5.3% 4.355
Close 4.781 4.835 0.054 1.1% 4.781
Range 0.443 0.244 -0.199 -44.9% 0.617
ATR 0.294 0.291 -0.004 -1.2% 0.000
Volume 149,560 168,126 18,566 12.4% 720,591
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.540 5.431 4.969
R3 5.296 5.187 4.902
R2 5.052 5.052 4.880
R1 4.943 4.943 4.857 4.998
PP 4.808 4.808 4.808 4.835
S1 4.699 4.699 4.813 4.754
S2 4.564 4.564 4.790
S3 4.320 4.455 4.768
S4 4.076 4.211 4.701
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.554 6.284 5.120
R3 5.937 5.667 4.951
R2 5.320 5.320 4.894
R1 5.050 5.050 4.838 5.090
PP 4.703 4.703 4.703 4.722
S1 4.433 4.433 4.724 4.473
S2 4.086 4.086 4.668
S3 3.469 3.816 4.611
S4 2.852 3.199 4.442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.959 4.355 0.604 12.5% 0.330 6.8% 79% False False 153,173
10 5.120 4.355 0.765 15.8% 0.289 6.0% 63% False False 149,980
20 5.120 4.351 0.769 15.9% 0.289 6.0% 63% False False 126,457
40 5.120 3.491 1.629 33.7% 0.278 5.7% 83% False False 89,343
60 5.133 3.491 1.642 34.0% 0.245 5.1% 82% False False 65,075
80 5.133 3.491 1.642 34.0% 0.223 4.6% 82% False False 50,048
100 5.515 3.491 2.024 41.9% 0.219 4.5% 66% False False 40,846
120 5.523 3.491 2.032 42.0% 0.216 4.5% 66% False False 34,614
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 0.071
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.953
2.618 5.555
1.618 5.311
1.000 5.160
0.618 5.067
HIGH 4.916
0.618 4.823
0.500 4.794
0.382 4.765
LOW 4.672
0.618 4.521
1.000 4.428
1.618 4.277
2.618 4.033
4.250 3.635
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 4.821 4.769
PP 4.808 4.702
S1 4.794 4.636

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

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