NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 5.944 5.780 -0.164 -2.8% 5.635
High 5.989 5.849 -0.140 -2.3% 5.821
Low 5.762 5.580 -0.182 -3.2% 5.280
Close 5.793 5.617 -0.176 -3.0% 5.713
Range 0.227 0.269 0.042 18.5% 0.541
ATR 0.253 0.254 0.001 0.4% 0.000
Volume 84,093 67,934 -16,159 -19.2% 354,094
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.489 6.322 5.765
R3 6.220 6.053 5.691
R2 5.951 5.951 5.666
R1 5.784 5.784 5.642 5.733
PP 5.682 5.682 5.682 5.657
S1 5.515 5.515 5.592 5.464
S2 5.413 5.413 5.568
S3 5.144 5.246 5.543
S4 4.875 4.977 5.469
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 5.989 5.375 0.614 10.9% 0.269 4.8% 39% False False 81,771
10 5.989 5.280 0.709 12.6% 0.261 4.7% 48% False False 73,793
20 5.989 5.200 0.789 14.0% 0.257 4.6% 53% False False 54,025
40 5.989 4.340 1.649 29.4% 0.250 4.4% 77% False False 37,090
60 5.989 4.340 1.649 29.4% 0.221 3.9% 77% False False 27,539
80 5.989 4.340 1.649 29.4% 0.206 3.7% 77% False False 21,701
100 6.170 4.340 1.830 32.6% 0.203 3.6% 70% False False 18,116
120 6.170 4.340 1.830 32.6% 0.204 3.6% 70% False False 15,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.052
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.992
2.618 6.553
1.618 6.284
1.000 6.118
0.618 6.015
HIGH 5.849
0.618 5.746
0.500 5.715
0.382 5.683
LOW 5.580
0.618 5.414
1.000 5.311
1.618 5.145
2.618 4.876
4.250 4.437
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 5.715 5.785
PP 5.682 5.729
S1 5.650 5.673

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

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