NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 4.274 4.350 0.076 1.8% 4.440
High 4.364 4.450 0.086 2.0% 4.734
Low 4.157 4.220 0.063 1.5% 4.157
Close 4.342 4.424 0.082 1.9% 4.424
Range 0.207 0.230 0.023 11.1% 0.577
ATR 0.239 0.238 -0.001 -0.3% 0.000
Volume 129,886 112,400 -17,486 -13.5% 651,401
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.055 4.969 4.551
R3 4.825 4.739 4.487
R2 4.595 4.595 4.466
R1 4.509 4.509 4.445 4.552
PP 4.365 4.365 4.365 4.386
S1 4.279 4.279 4.403 4.322
S2 4.135 4.135 4.382
S3 3.905 4.049 4.361
S4 3.675 3.819 4.298
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.169 5.874 4.741
R3 5.592 5.297 4.583
R2 5.015 5.015 4.530
R1 4.720 4.720 4.477 4.579
PP 4.438 4.438 4.438 4.368
S1 4.143 4.143 4.371 4.002
S2 3.861 3.861 4.318
S3 3.284 3.566 4.265
S4 2.707 2.989 4.107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.734 4.157 0.577 13.0% 0.257 5.8% 46% False False 130,280
10 4.734 4.157 0.577 13.0% 0.219 5.0% 46% False False 113,705
20 5.458 4.157 1.301 29.4% 0.234 5.3% 21% False False 102,638
40 5.989 4.157 1.832 41.4% 0.248 5.6% 15% False False 79,846
60 5.989 4.157 1.832 41.4% 0.246 5.6% 15% False False 60,084
80 5.989 4.157 1.832 41.4% 0.225 5.1% 15% False False 47,226
100 5.989 4.157 1.832 41.4% 0.213 4.8% 15% False False 38,638
120 6.170 4.157 2.013 45.5% 0.207 4.7% 13% False False 32,828
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 0.063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.428
2.618 5.052
1.618 4.822
1.000 4.680
0.618 4.592
HIGH 4.450
0.618 4.362
0.500 4.335
0.382 4.308
LOW 4.220
0.618 4.078
1.000 3.990
1.618 3.848
2.618 3.618
4.250 3.243
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 4.394 4.405
PP 4.365 4.386
S1 4.335 4.368

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

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