NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 4.735 4.520 -0.215 -4.5% 4.770
High 4.749 4.637 -0.112 -2.4% 5.318
Low 4.459 4.476 0.017 0.4% 4.672
Close 4.513 4.557 0.044 1.0% 4.787
Range 0.290 0.161 -0.129 -44.5% 0.646
ATR 0.295 0.285 -0.010 -3.2% 0.000
Volume 86,607 84,955 -1,652 -1.9% 724,194
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.040 4.959 4.646
R3 4.879 4.798 4.601
R2 4.718 4.718 4.587
R1 4.637 4.637 4.572 4.678
PP 4.557 4.557 4.557 4.577
S1 4.476 4.476 4.542 4.517
S2 4.396 4.396 4.527
S3 4.235 4.315 4.513
S4 4.074 4.154 4.468
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 18.9% 0.258 5.7% 11% False False 117,863
10 5.318 4.355 0.963 21.1% 0.283 6.2% 21% False False 140,053
20 5.318 4.351 0.967 21.2% 0.294 6.4% 21% False False 139,992
40 5.318 3.491 1.827 40.1% 0.295 6.5% 58% False False 104,305
60 5.318 3.491 1.827 40.1% 0.249 5.5% 58% False False 76,577
80 5.318 3.491 1.827 40.1% 0.234 5.1% 58% False False 58,899
100 5.515 3.491 2.024 44.4% 0.221 4.9% 53% False False 47,916
120 5.523 3.491 2.032 44.6% 0.219 4.8% 52% False False 40,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.068
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 5.321
2.618 5.058
1.618 4.897
1.000 4.798
0.618 4.736
HIGH 4.637
0.618 4.575
0.500 4.557
0.382 4.538
LOW 4.476
0.618 4.377
1.000 4.315
1.618 4.216
2.618 4.055
4.250 3.792
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 4.557 4.758
PP 4.557 4.691
S1 4.557 4.624

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

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