NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 4.385 4.440 0.055 1.3% 4.545
High 4.459 4.656 0.197 4.4% 4.690
Low 4.287 4.382 0.095 2.2% 4.287
Close 4.392 4.614 0.222 5.1% 4.392
Range 0.172 0.274 0.102 59.3% 0.403
ATR 0.231 0.234 0.003 1.3% 0.000
Volume 128,038 140,113 12,075 9.4% 485,651
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.373 5.267 4.765
R3 5.099 4.993 4.689
R2 4.825 4.825 4.664
R1 4.719 4.719 4.639 4.772
PP 4.551 4.551 4.551 4.577
S1 4.445 4.445 4.589 4.498
S2 4.277 4.277 4.564
S3 4.003 4.171 4.539
S4 3.729 3.897 4.463
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 4.665 4.287 0.378 8.2% 0.194 4.2% 87% False False 125,063
10 4.984 4.287 0.697 15.1% 0.212 4.6% 47% False False 101,014
20 5.989 4.287 1.702 36.9% 0.232 5.0% 19% False False 92,850
40 5.989 4.287 1.702 36.9% 0.244 5.3% 19% False False 68,887
60 5.989 4.287 1.702 36.9% 0.238 5.2% 19% False False 52,113
80 5.989 4.287 1.702 36.9% 0.221 4.8% 19% False False 41,021
100 5.989 4.287 1.702 36.9% 0.208 4.5% 19% False False 33,637
120 6.170 4.287 1.883 40.8% 0.208 4.5% 17% False False 28,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.821
2.618 5.373
1.618 5.099
1.000 4.930
0.618 4.825
HIGH 4.656
0.618 4.551
0.500 4.519
0.382 4.487
LOW 4.382
0.618 4.213
1.000 4.108
1.618 3.939
2.618 3.665
4.250 3.218
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 4.582 4.567
PP 4.551 4.519
S1 4.519 4.472

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

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