NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 5.094 5.034 -0.060 -1.2% 5.449
High 5.271 5.115 -0.156 -3.0% 5.458
Low 4.952 4.817 -0.135 -2.7% 4.941
Close 5.045 4.824 -0.221 -4.4% 5.045
Range 0.319 0.298 -0.021 -6.6% 0.517
ATR 0.256 0.259 0.003 1.2% 0.000
Volume 95,094 116,303 21,209 22.3% 415,038
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.813 5.616 4.988
R3 5.515 5.318 4.906
R2 5.217 5.217 4.879
R1 5.020 5.020 4.851 4.970
PP 4.919 4.919 4.919 4.893
S1 4.722 4.722 4.797 4.672
S2 4.621 4.621 4.769
S3 4.323 4.424 4.742
S4 4.025 4.126 4.660
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 5.366 4.817 0.549 11.4% 0.260 5.4% 1% False True 93,469
10 5.989 4.817 1.172 24.3% 0.253 5.2% 1% False True 84,687
20 5.989 4.817 1.172 24.3% 0.255 5.3% 1% False True 73,726
40 5.989 4.375 1.614 33.5% 0.266 5.5% 28% False False 49,645
60 5.989 4.340 1.649 34.2% 0.224 4.6% 29% False False 36,803
80 5.989 4.340 1.649 34.2% 0.218 4.5% 29% False False 28,961
100 6.170 4.340 1.830 37.9% 0.207 4.3% 26% False False 23,949
120 6.170 4.340 1.830 37.9% 0.206 4.3% 26% False False 20,547
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 0.059
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.382
2.618 5.895
1.618 5.597
1.000 5.413
0.618 5.299
HIGH 5.115
0.618 5.001
0.500 4.966
0.382 4.931
LOW 4.817
0.618 4.633
1.000 4.519
1.618 4.335
2.618 4.037
4.250 3.551
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 4.966 5.044
PP 4.919 4.971
S1 4.871 4.897

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

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