NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 4.507 4.470 -0.037 -0.8% 4.440
High 4.580 4.610 0.030 0.7% 4.734
Low 4.406 4.361 -0.045 -1.0% 4.157
Close 4.473 4.486 0.013 0.3% 4.424
Range 0.174 0.249 0.075 43.1% 0.577
ATR 0.234 0.235 0.001 0.5% 0.000
Volume 86,013 80,074 -5,939 -6.9% 651,401
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.233 5.108 4.623
R3 4.984 4.859 4.554
R2 4.735 4.735 4.532
R1 4.610 4.610 4.509 4.673
PP 4.486 4.486 4.486 4.517
S1 4.361 4.361 4.463 4.424
S2 4.237 4.237 4.440
S3 3.988 4.112 4.418
S4 3.739 3.863 4.349
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 4.610 4.157 0.453 10.1% 0.242 5.4% 73% True False 110,631
10 4.734 4.157 0.577 12.9% 0.217 4.8% 57% False False 119,760
20 5.352 4.157 1.195 26.6% 0.233 5.2% 28% False False 104,027
40 5.989 4.157 1.832 40.8% 0.246 5.5% 18% False False 82,932
60 5.989 4.157 1.832 40.8% 0.249 5.5% 18% False False 62,482
80 5.989 4.157 1.832 40.8% 0.222 4.9% 18% False False 49,130
100 5.989 4.157 1.832 40.8% 0.214 4.8% 18% False False 40,213
120 6.170 4.157 2.013 44.9% 0.208 4.6% 16% False False 34,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.071
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.668
2.618 5.262
1.618 5.013
1.000 4.859
0.618 4.764
HIGH 4.610
0.618 4.515
0.500 4.486
0.382 4.456
LOW 4.361
0.618 4.207
1.000 4.112
1.618 3.958
2.618 3.709
4.250 3.303
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 4.486 4.462
PP 4.486 4.439
S1 4.486 4.415

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

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