NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 4.635 4.467 -0.168 -3.6% 5.034
High 4.665 4.566 -0.099 -2.1% 5.115
Low 4.436 4.433 -0.003 -0.1% 4.555
Close 4.467 4.503 0.036 0.8% 4.595
Range 0.229 0.133 -0.096 -41.9% 0.560
ATR 0.249 0.241 -0.008 -3.3% 0.000
Volume 105,091 134,287 29,196 27.8% 500,679
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 4.900 4.834 4.576
R3 4.767 4.701 4.540
R2 4.634 4.634 4.527
R1 4.568 4.568 4.515 4.601
PP 4.501 4.501 4.501 4.517
S1 4.435 4.435 4.491 4.468
S2 4.368 4.368 4.479
S3 4.235 4.302 4.466
S4 4.102 4.169 4.430
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 4.882 4.433 0.449 10.0% 0.211 4.7% 16% False True 86,089
10 5.271 4.433 0.838 18.6% 0.232 5.1% 8% False True 94,686
20 5.989 4.433 1.556 34.6% 0.246 5.5% 4% False True 87,503
40 5.989 4.433 1.556 34.6% 0.248 5.5% 4% False True 61,016
60 5.989 4.340 1.649 36.6% 0.234 5.2% 10% False False 46,155
80 5.989 4.340 1.649 36.6% 0.221 4.9% 10% False False 36,378
100 5.989 4.340 1.649 36.6% 0.206 4.6% 10% False False 29,929
120 6.170 4.340 1.830 40.6% 0.209 4.6% 9% False False 25,575
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 5.131
2.618 4.914
1.618 4.781
1.000 4.699
0.618 4.648
HIGH 4.566
0.618 4.515
0.500 4.500
0.382 4.484
LOW 4.433
0.618 4.351
1.000 4.300
1.618 4.218
2.618 4.085
4.250 3.868
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 4.502 4.562
PP 4.501 4.542
S1 4.500 4.523

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

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