NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 5.066 5.094 0.028 0.6% 5.449
High 5.129 5.271 0.142 2.8% 5.458
Low 4.941 4.952 0.011 0.2% 4.941
Close 5.062 5.045 -0.017 -0.3% 5.045
Range 0.188 0.319 0.131 69.7% 0.517
ATR 0.251 0.256 0.005 1.9% 0.000
Volume 111,265 95,094 -16,171 -14.5% 415,038
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.046 5.865 5.220
R3 5.727 5.546 5.133
R2 5.408 5.408 5.103
R1 5.227 5.227 5.074 5.158
PP 5.089 5.089 5.089 5.055
S1 4.908 4.908 5.016 4.839
S2 4.770 4.770 4.987
S3 4.451 4.589 4.957
S4 4.132 4.270 4.870
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.699 6.389 5.329
R3 6.182 5.872 5.187
R2 5.665 5.665 5.140
R1 5.355 5.355 5.092 5.252
PP 5.148 5.148 5.148 5.096
S1 4.838 4.838 4.998 4.735
S2 4.631 4.631 4.950
S3 4.114 4.321 4.903
S4 3.597 3.804 4.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.458 4.941 0.517 10.2% 0.252 5.0% 20% False False 83,007
10 5.989 4.941 1.048 20.8% 0.245 4.9% 10% False False 82,837
20 5.989 4.941 1.048 20.8% 0.256 5.1% 10% False False 69,744
40 5.989 4.340 1.649 32.7% 0.264 5.2% 43% False False 47,313
60 5.989 4.340 1.649 32.7% 0.221 4.4% 43% False False 34,998
80 5.989 4.340 1.649 32.7% 0.216 4.3% 43% False False 27,557
100 6.170 4.340 1.830 36.3% 0.205 4.1% 39% False False 22,833
120 6.170 4.340 1.830 36.3% 0.206 4.1% 39% False False 19,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.627
2.618 6.106
1.618 5.787
1.000 5.590
0.618 5.468
HIGH 5.271
0.618 5.149
0.500 5.112
0.382 5.074
LOW 4.952
0.618 4.755
1.000 4.633
1.618 4.436
2.618 4.117
4.250 3.596
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 5.112 5.147
PP 5.089 5.113
S1 5.067 5.079

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

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