NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 4.732 4.815 0.083 1.8% 5.034
High 4.882 4.827 -0.055 -1.1% 5.115
Low 4.676 4.555 -0.121 -2.6% 4.555
Close 4.782 4.595 -0.187 -3.9% 4.595
Range 0.206 0.272 0.066 32.0% 0.560
ATR 0.251 0.253 0.001 0.6% 0.000
Volume 87,098 103,521 16,423 18.9% 500,679
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.475 5.307 4.745
R3 5.203 5.035 4.670
R2 4.931 4.931 4.645
R1 4.763 4.763 4.620 4.711
PP 4.659 4.659 4.659 4.633
S1 4.491 4.491 4.570 4.439
S2 4.387 4.387 4.545
S3 4.115 4.219 4.520
S4 3.843 3.947 4.445
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.435 6.075 4.903
R3 5.875 5.515 4.749
R2 5.315 5.315 4.698
R1 4.955 4.955 4.646 4.855
PP 4.755 4.755 4.755 4.705
S1 4.395 4.395 4.544 4.295
S2 4.195 4.195 4.492
S3 3.635 3.835 4.441
S4 3.075 3.275 4.287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.115 4.555 0.560 12.2% 0.246 5.3% 7% False True 100,135
10 5.458 4.555 0.903 19.7% 0.249 5.4% 4% False True 91,571
20 5.989 4.555 1.434 31.2% 0.259 5.6% 3% False True 84,157
40 5.989 4.555 1.434 31.2% 0.256 5.6% 3% False True 57,097
60 5.989 4.340 1.649 35.9% 0.231 5.0% 15% False False 42,672
80 5.989 4.340 1.649 35.9% 0.220 4.8% 15% False False 33,546
100 6.000 4.340 1.660 36.1% 0.207 4.5% 15% False False 27,634
120 6.170 4.340 1.830 39.8% 0.209 4.5% 14% False False 23,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.983
2.618 5.539
1.618 5.267
1.000 5.099
0.618 4.995
HIGH 4.827
0.618 4.723
0.500 4.691
0.382 4.659
LOW 4.555
0.618 4.387
1.000 4.283
1.618 4.115
2.618 3.843
4.250 3.399
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 4.691 4.770
PP 4.659 4.711
S1 4.627 4.653

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

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