NYMEX Natural Gas Future December 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 5.616 5.449 -0.167 -3.0% 5.739
High 5.742 5.458 -0.284 -4.9% 5.989
Low 5.473 5.200 -0.273 -5.0% 5.473
Close 5.484 5.212 -0.272 -5.0% 5.484
Range 0.269 0.258 -0.011 -4.1% 0.516
ATR 0.255 0.258 0.002 0.8% 0.000
Volume 78,844 63,996 -14,848 -18.8% 413,334
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.064 5.896 5.354
R3 5.806 5.638 5.283
R2 5.548 5.548 5.259
R1 5.380 5.380 5.236 5.335
PP 5.290 5.290 5.290 5.268
S1 5.122 5.122 5.188 5.077
S2 5.032 5.032 5.165
S3 4.774 4.864 5.141
S4 4.516 4.606 5.070
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 5.200 0.789 15.1% 0.247 4.7% 2% False True 75,905
10 5.989 5.200 0.789 15.1% 0.276 5.3% 2% False True 78,262
20 5.989 5.200 0.789 15.1% 0.266 5.1% 2% False True 59,330
40 5.989 4.340 1.649 31.6% 0.255 4.9% 53% False False 40,110
60 5.989 4.340 1.649 31.6% 0.224 4.3% 53% False False 29,719
80 5.989 4.340 1.649 31.6% 0.210 4.0% 53% False False 23,390
100 6.170 4.340 1.830 35.1% 0.203 3.9% 48% False False 19,460
120 6.170 4.340 1.830 35.1% 0.204 3.9% 48% False False 16,800
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.555
2.618 6.133
1.618 5.875
1.000 5.716
0.618 5.617
HIGH 5.458
0.618 5.359
0.500 5.329
0.382 5.299
LOW 5.200
0.618 5.041
1.000 4.942
1.618 4.783
2.618 4.525
4.250 4.104
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 5.329 5.525
PP 5.290 5.420
S1 5.251 5.316

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

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