NYMEX Natural Gas Future December 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 5.739 5.757 0.018 0.3% 5.635
High 5.817 5.967 0.150 2.6% 5.821
Low 5.597 5.757 0.160 2.9% 5.280
Close 5.758 5.935 0.177 3.1% 5.713
Range 0.220 0.210 -0.010 -4.5% 0.541
ATR 0.259 0.255 -0.003 -1.3% 0.000
Volume 97,801 84,662 -13,139 -13.4% 354,094
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.516 6.436 6.051
R3 6.306 6.226 5.993
R2 6.096 6.096 5.974
R1 6.016 6.016 5.954 6.056
PP 5.886 5.886 5.886 5.907
S1 5.806 5.806 5.916 5.846
S2 5.676 5.676 5.897
S3 5.466 5.596 5.877
S4 5.256 5.386 5.820
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.228 7.011 6.011
R3 6.687 6.470 5.862
R2 6.146 6.146 5.812
R1 5.929 5.929 5.763 6.038
PP 5.605 5.605 5.605 5.659
S1 5.388 5.388 5.663 5.497
S2 5.064 5.064 5.614
S3 4.523 4.847 5.564
S4 3.982 4.306 5.415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.967 5.280 0.687 11.6% 0.266 4.5% 95% True False 89,379
10 5.967 5.280 0.687 11.6% 0.250 4.2% 95% True False 67,018
20 5.967 5.200 0.767 12.9% 0.256 4.3% 96% True False 48,377
40 5.967 4.340 1.627 27.4% 0.242 4.1% 98% True False 33,629
60 5.967 4.340 1.627 27.4% 0.219 3.7% 98% True False 25,105
80 5.967 4.340 1.627 27.4% 0.203 3.4% 98% True False 19,864
100 6.170 4.340 1.830 30.8% 0.202 3.4% 87% False False 16,694
120 6.170 4.340 1.830 30.8% 0.203 3.4% 87% False False 14,446
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 0.051
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.860
2.618 6.517
1.618 6.307
1.000 6.177
0.618 6.097
HIGH 5.967
0.618 5.887
0.500 5.862
0.382 5.837
LOW 5.757
0.618 5.627
1.000 5.547
1.618 5.417
2.618 5.207
4.250 4.865
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 5.911 5.847
PP 5.886 5.759
S1 5.862 5.671

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

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