NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 4.350 4.507 0.157 3.6% 4.440
High 4.450 4.580 0.130 2.9% 4.734
Low 4.220 4.406 0.186 4.4% 4.157
Close 4.424 4.473 0.049 1.1% 4.424
Range 0.230 0.174 -0.056 -24.3% 0.577
ATR 0.238 0.234 -0.005 -1.9% 0.000
Volume 112,400 86,013 -26,387 -23.5% 651,401
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.008 4.915 4.569
R3 4.834 4.741 4.521
R2 4.660 4.660 4.505
R1 4.567 4.567 4.489 4.527
PP 4.486 4.486 4.486 4.466
S1 4.393 4.393 4.457 4.353
S2 4.312 4.312 4.441
S3 4.138 4.219 4.425
S4 3.964 4.045 4.377
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 12.9% 0.237 5.3% 55% False False 119,460
10 4.734 4.157 0.577 12.9% 0.215 4.8% 55% False False 122,261
20 5.366 4.157 1.209 27.0% 0.230 5.1% 26% False False 103,739
40 5.989 4.157 1.832 41.0% 0.248 5.5% 17% False False 81,534
60 5.989 4.157 1.832 41.0% 0.247 5.5% 17% False False 61,320
80 5.989 4.157 1.832 41.0% 0.225 5.0% 17% False False 48,224
100 5.989 4.157 1.832 41.0% 0.214 4.8% 17% False False 39,460
120 6.170 4.157 2.013 45.0% 0.207 4.6% 16% False False 33,507
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.320
2.618 5.036
1.618 4.862
1.000 4.754
0.618 4.688
HIGH 4.580
0.618 4.514
0.500 4.493
0.382 4.472
LOW 4.406
0.618 4.298
1.000 4.232
1.618 4.124
2.618 3.950
4.250 3.667
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 4.493 4.438
PP 4.486 4.403
S1 4.480 4.369

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

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