NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 4.770 4.870 0.100 2.1% 4.781
High 4.916 5.195 0.279 5.7% 4.972
Low 4.672 4.856 0.184 3.9% 4.355
Close 4.835 5.161 0.326 6.7% 4.781
Range 0.244 0.339 0.095 38.9% 0.617
ATR 0.291 0.296 0.005 1.7% 0.000
Volume 168,126 138,314 -29,812 -17.7% 720,591
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.088 5.963 5.347
R3 5.749 5.624 5.254
R2 5.410 5.410 5.223
R1 5.285 5.285 5.192 5.348
PP 5.071 5.071 5.071 5.102
S1 4.946 4.946 5.130 5.009
S2 4.732 4.732 5.099
S3 4.393 4.607 5.068
S4 4.054 4.268 4.975
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 5.195 4.355 0.840 16.3% 0.309 6.0% 96% True False 162,242
10 5.195 4.355 0.840 16.3% 0.291 5.6% 96% True False 148,291
20 5.195 4.351 0.844 16.4% 0.296 5.7% 96% True False 130,772
40 5.195 3.491 1.704 33.0% 0.282 5.5% 98% True False 92,340
60 5.195 3.491 1.704 33.0% 0.249 4.8% 98% True False 67,296
80 5.195 3.491 1.704 33.0% 0.226 4.4% 98% True False 51,740
100 5.515 3.491 2.024 39.2% 0.219 4.2% 83% False False 42,188
120 5.523 3.491 2.032 39.4% 0.217 4.2% 82% False False 35,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.636
2.618 6.083
1.618 5.744
1.000 5.534
0.618 5.405
HIGH 5.195
0.618 5.066
0.500 5.026
0.382 4.985
LOW 4.856
0.618 4.646
1.000 4.517
1.618 4.307
2.618 3.968
4.250 3.415
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 5.116 5.046
PP 5.071 4.931
S1 5.026 4.816

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

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