NYMEX Natural Gas Future December 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 5.449 5.212 -0.237 -4.3% 5.739
High 5.458 5.366 -0.092 -1.7% 5.989
Low 5.200 5.173 -0.027 -0.5% 5.473
Close 5.212 5.282 0.070 1.3% 5.484
Range 0.258 0.193 -0.065 -25.2% 0.516
ATR 0.258 0.253 -0.005 -1.8% 0.000
Volume 63,996 74,315 10,319 16.1% 413,334
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.853 5.760 5.388
R3 5.660 5.567 5.335
R2 5.467 5.467 5.317
R1 5.374 5.374 5.300 5.421
PP 5.274 5.274 5.274 5.297
S1 5.181 5.181 5.264 5.228
S2 5.081 5.081 5.247
S3 4.888 4.988 5.229
S4 4.695 4.795 5.176
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 5.173 0.816 15.4% 0.243 4.6% 13% False True 73,836
10 5.989 5.173 0.816 15.4% 0.254 4.8% 13% False True 81,607
20 5.989 5.173 0.816 15.4% 0.258 4.9% 13% False True 61,837
40 5.989 4.340 1.649 31.2% 0.256 4.9% 57% False False 41,710
60 5.989 4.340 1.649 31.2% 0.218 4.1% 57% False False 30,831
80 5.989 4.340 1.649 31.2% 0.210 4.0% 57% False False 24,259
100 6.170 4.340 1.830 34.6% 0.203 3.8% 51% False False 20,156
120 6.170 4.340 1.830 34.6% 0.204 3.9% 51% False False 17,387
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.059
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.186
2.618 5.871
1.618 5.678
1.000 5.559
0.618 5.485
HIGH 5.366
0.618 5.292
0.500 5.270
0.382 5.247
LOW 5.173
0.618 5.054
1.000 4.980
1.618 4.861
2.618 4.668
4.250 4.353
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 5.278 5.458
PP 5.274 5.399
S1 5.270 5.341

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

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