NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 5.780 5.616 -0.164 -2.8% 5.739
High 5.849 5.742 -0.107 -1.8% 5.989
Low 5.580 5.473 -0.107 -1.9% 5.473
Close 5.617 5.484 -0.133 -2.4% 5.484
Range 0.269 0.269 0.000 0.0% 0.516
ATR 0.254 0.255 0.001 0.4% 0.000
Volume 67,934 78,844 10,910 16.1% 413,334
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.373 6.198 5.632
R3 6.104 5.929 5.558
R2 5.835 5.835 5.533
R1 5.660 5.660 5.509 5.613
PP 5.566 5.566 5.566 5.543
S1 5.391 5.391 5.459 5.344
S2 5.297 5.297 5.435
S3 5.028 5.122 5.410
S4 4.759 4.853 5.336
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.197 6.856 5.768
R3 6.681 6.340 5.626
R2 6.165 6.165 5.579
R1 5.824 5.824 5.531 5.737
PP 5.649 5.649 5.649 5.605
S1 5.308 5.308 5.437 5.221
S2 5.133 5.133 5.389
S3 4.617 4.792 5.342
S4 4.101 4.276 5.200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.989 5.473 0.516 9.4% 0.239 4.4% 2% False True 82,666
10 5.989 5.280 0.709 12.9% 0.270 4.9% 29% False False 76,742
20 5.989 5.200 0.789 14.4% 0.262 4.8% 36% False False 57,054
40 5.989 4.340 1.649 30.1% 0.253 4.6% 69% False False 38,807
60 5.989 4.340 1.649 30.1% 0.221 4.0% 69% False False 28,755
80 5.989 4.340 1.649 30.1% 0.207 3.8% 69% False False 22,638
100 6.170 4.340 1.830 33.4% 0.202 3.7% 63% False False 18,866
120 6.170 4.340 1.830 33.4% 0.205 3.7% 63% False False 16,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.064
Fibonacci Retracements and Extensions
4.250 6.885
2.618 6.446
1.618 6.177
1.000 6.011
0.618 5.908
HIGH 5.742
0.618 5.639
0.500 5.608
0.382 5.576
LOW 5.473
0.618 5.307
1.000 5.204
1.618 5.038
2.618 4.769
4.250 4.330
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 5.608 5.731
PP 5.566 5.649
S1 5.525 5.566

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

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