NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 4.925 4.732 -0.193 -3.9% 5.449
High 4.984 4.882 -0.102 -2.0% 5.458
Low 4.710 4.676 -0.034 -0.7% 4.941
Close 4.725 4.782 0.057 1.2% 5.045
Range 0.274 0.206 -0.068 -24.8% 0.517
ATR 0.255 0.251 -0.003 -1.4% 0.000
Volume 95,649 87,098 -8,551 -8.9% 415,038
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.398 5.296 4.895
R3 5.192 5.090 4.839
R2 4.986 4.986 4.820
R1 4.884 4.884 4.801 4.935
PP 4.780 4.780 4.780 4.806
S1 4.678 4.678 4.763 4.729
S2 4.574 4.574 4.744
S3 4.368 4.472 4.725
S4 4.162 4.266 4.669
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 5.271 4.676 0.595 12.4% 0.255 5.3% 18% False True 98,450
10 5.742 4.676 1.066 22.3% 0.248 5.2% 10% False True 89,104
20 5.989 4.676 1.313 27.5% 0.255 5.3% 8% False True 81,448
40 5.989 4.676 1.313 27.5% 0.259 5.4% 8% False True 55,169
60 5.989 4.340 1.649 34.5% 0.229 4.8% 27% False False 41,137
80 5.989 4.340 1.649 34.5% 0.221 4.6% 27% False False 32,309
100 6.085 4.340 1.745 36.5% 0.206 4.3% 25% False False 26,641
120 6.170 4.340 1.830 38.3% 0.208 4.3% 24% False False 22,832
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 0.066
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.758
2.618 5.421
1.618 5.215
1.000 5.088
0.618 5.009
HIGH 4.882
0.618 4.803
0.500 4.779
0.382 4.755
LOW 4.676
0.618 4.549
1.000 4.470
1.618 4.343
2.618 4.137
4.250 3.801
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 4.781 4.830
PP 4.780 4.814
S1 4.779 4.798

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

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