NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 4.545 4.635 0.090 2.0% 5.034
High 4.690 4.665 -0.025 -0.5% 5.115
Low 4.473 4.436 -0.037 -0.8% 4.555
Close 4.670 4.467 -0.203 -4.3% 4.595
Range 0.217 0.229 0.012 5.5% 0.560
ATR 0.250 0.249 -0.001 -0.5% 0.000
Volume 448 105,091 104,643 23,357.8% 500,679
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.210 5.067 4.593
R3 4.981 4.838 4.530
R2 4.752 4.752 4.509
R1 4.609 4.609 4.488 4.566
PP 4.523 4.523 4.523 4.501
S1 4.380 4.380 4.446 4.337
S2 4.294 4.294 4.425
S3 4.065 4.151 4.404
S4 3.836 3.922 4.341
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 4.984 4.436 0.548 12.3% 0.240 5.4% 6% False True 78,361
10 5.352 4.436 0.916 20.5% 0.248 5.6% 3% False True 88,294
20 5.989 4.436 1.553 34.8% 0.251 5.6% 2% False True 84,951
40 5.989 4.436 1.553 34.8% 0.254 5.7% 2% False True 58,477
60 5.989 4.340 1.649 36.9% 0.234 5.2% 8% False False 44,052
80 5.989 4.340 1.649 36.9% 0.221 4.9% 8% False False 34,754
100 5.989 4.340 1.649 36.9% 0.207 4.6% 8% False False 28,625
120 6.170 4.340 1.830 41.0% 0.209 4.7% 7% False False 24,474
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 0.060
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.638
2.618 5.265
1.618 5.036
1.000 4.894
0.618 4.807
HIGH 4.665
0.618 4.578
0.500 4.551
0.382 4.523
LOW 4.436
0.618 4.294
1.000 4.207
1.618 4.065
2.618 3.836
4.250 3.463
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 4.551 4.632
PP 4.523 4.577
S1 4.495 4.522

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

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