NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 4.980 4.735 -0.245 -4.9% 4.770
High 5.056 4.749 -0.307 -6.1% 5.318
Low 4.771 4.459 -0.312 -6.5% 4.672
Close 4.787 4.513 -0.274 -5.7% 4.787
Range 0.285 0.290 0.005 1.8% 0.646
ATR 0.293 0.295 0.003 0.9% 0.000
Volume 121,198 86,607 -34,591 -28.5% 724,194
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.444 5.268 4.673
R3 5.154 4.978 4.593
R2 4.864 4.864 4.566
R1 4.688 4.688 4.540 4.631
PP 4.574 4.574 4.574 4.545
S1 4.398 4.398 4.486 4.341
S2 4.284 4.284 4.460
S3 3.994 4.108 4.433
S4 3.704 3.818 4.354
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.864 6.471 5.142
R3 6.218 5.825 4.965
R2 5.572 5.572 4.905
R1 5.179 5.179 4.846 5.376
PP 4.926 4.926 4.926 5.024
S1 4.533 4.533 4.728 4.730
S2 4.280 4.280 4.669
S3 3.634 3.887 4.609
S4 2.988 3.241 4.432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.318 4.459 0.859 19.0% 0.294 6.5% 6% False True 128,535
10 5.318 4.355 0.963 21.3% 0.312 6.9% 16% False False 140,854
20 5.318 4.351 0.967 21.4% 0.305 6.7% 17% False False 140,458
40 5.318 3.491 1.827 40.5% 0.295 6.5% 56% False False 102,848
60 5.318 3.491 1.827 40.5% 0.255 5.6% 56% False False 75,296
80 5.318 3.491 1.827 40.5% 0.234 5.2% 56% False False 57,887
100 5.515 3.491 2.024 44.8% 0.221 4.9% 50% False False 47,098
120 5.523 3.491 2.032 45.0% 0.219 4.9% 50% False False 39,843
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 0.072
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.982
2.618 5.508
1.618 5.218
1.000 5.039
0.618 4.928
HIGH 4.749
0.618 4.638
0.500 4.604
0.382 4.570
LOW 4.459
0.618 4.280
1.000 4.169
1.618 3.990
2.618 3.700
4.250 3.227
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 4.604 4.837
PP 4.574 4.729
S1 4.543 4.621

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

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