NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 4.490 4.385 -0.105 -2.3% 4.545
High 4.517 4.459 -0.058 -1.3% 4.690
Low 4.357 4.287 -0.070 -1.6% 4.287
Close 4.370 4.392 0.022 0.5% 4.392
Range 0.160 0.172 0.012 7.5% 0.403
ATR 0.235 0.231 -0.005 -1.9% 0.000
Volume 117,787 128,038 10,251 8.7% 485,651
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 4.895 4.816 4.487
R3 4.723 4.644 4.439
R2 4.551 4.551 4.424
R1 4.472 4.472 4.408 4.512
PP 4.379 4.379 4.379 4.399
S1 4.300 4.300 4.376 4.340
S2 4.207 4.207 4.360
S3 4.035 4.128 4.345
S4 3.863 3.956 4.297
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.665 5.432 4.614
R3 5.262 5.029 4.503
R2 4.859 4.859 4.466
R1 4.626 4.626 4.429 4.541
PP 4.456 4.456 4.456 4.414
S1 4.223 4.223 4.355 4.138
S2 4.053 4.053 4.318
S3 3.650 3.820 4.281
S4 3.247 3.417 4.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 4.287 0.403 9.2% 0.182 4.1% 26% False True 97,130
10 5.115 4.287 0.828 18.9% 0.214 4.9% 13% False True 98,633
20 5.989 4.287 1.702 38.8% 0.230 5.2% 6% False True 90,735
40 5.989 4.287 1.702 38.8% 0.242 5.5% 6% False True 65,907
60 5.989 4.287 1.702 38.8% 0.235 5.4% 6% False True 49,988
80 5.989 4.287 1.702 38.8% 0.219 5.0% 6% False True 39,338
100 5.989 4.287 1.702 38.8% 0.207 4.7% 6% False True 32,266
120 6.170 4.287 1.883 42.9% 0.208 4.7% 6% False True 27,573
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 0.051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.190
2.618 4.909
1.618 4.737
1.000 4.631
0.618 4.565
HIGH 4.459
0.618 4.393
0.500 4.373
0.382 4.353
LOW 4.287
0.618 4.181
1.000 4.115
1.618 4.009
2.618 3.837
4.250 3.556
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 4.386 4.427
PP 4.379 4.415
S1 4.373 4.404

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

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