NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 4.467 4.490 0.023 0.5% 5.034
High 4.566 4.517 -0.049 -1.1% 5.115
Low 4.433 4.357 -0.076 -1.7% 4.555
Close 4.503 4.370 -0.133 -3.0% 4.595
Range 0.133 0.160 0.027 20.3% 0.560
ATR 0.241 0.235 -0.006 -2.4% 0.000
Volume 134,287 117,787 -16,500 -12.3% 500,679
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 4.895 4.792 4.458
R3 4.735 4.632 4.414
R2 4.575 4.575 4.399
R1 4.472 4.472 4.385 4.444
PP 4.415 4.415 4.415 4.400
S1 4.312 4.312 4.355 4.284
S2 4.255 4.255 4.341
S3 4.095 4.152 4.326
S4 3.935 3.992 4.282
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 4.827 4.357 0.470 10.8% 0.202 4.6% 3% False True 92,226
10 5.271 4.357 0.914 20.9% 0.229 5.2% 1% False True 95,338
20 5.989 4.357 1.632 37.3% 0.242 5.5% 1% False True 88,051
40 5.989 4.357 1.632 37.3% 0.244 5.6% 1% False True 63,268
60 5.989 4.340 1.649 37.7% 0.235 5.4% 2% False False 47,962
80 5.989 4.340 1.649 37.7% 0.220 5.0% 2% False False 37,808
100 5.989 4.340 1.649 37.7% 0.207 4.7% 2% False False 31,056
120 6.170 4.340 1.830 41.9% 0.210 4.8% 2% False False 26,538
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.197
2.618 4.936
1.618 4.776
1.000 4.677
0.618 4.616
HIGH 4.517
0.618 4.456
0.500 4.437
0.382 4.418
LOW 4.357
0.618 4.258
1.000 4.197
1.618 4.098
2.618 3.938
4.250 3.677
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 4.437 4.511
PP 4.415 4.464
S1 4.392 4.417

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

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