NYMEX Natural Gas Future September 2010


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 5.393 5.301 -0.092 -1.7% 5.476
High 5.463 5.408 -0.055 -1.0% 5.534
Low 5.335 5.274 -0.061 -1.1% 5.175
Close 5.377 5.308 -0.069 -1.3% 5.337
Range 0.128 0.134 0.006 4.7% 0.359
ATR 0.153 0.152 -0.001 -0.9% 0.000
Volume 1,151 547 -604 -52.5% 5,686
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.732 5.654 5.382
R3 5.598 5.520 5.345
R2 5.464 5.464 5.333
R1 5.386 5.386 5.320 5.425
PP 5.330 5.330 5.330 5.350
S1 5.252 5.252 5.296 5.291
S2 5.196 5.196 5.283
S3 5.062 5.118 5.271
S4 4.928 4.984 5.234
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.426 6.240 5.534
R3 6.067 5.881 5.436
R2 5.708 5.708 5.403
R1 5.522 5.522 5.370 5.436
PP 5.349 5.349 5.349 5.305
S1 5.163 5.163 5.304 5.077
S2 4.990 4.990 5.271
S3 4.631 4.804 5.238
S4 4.272 4.445 5.140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.463 5.175 0.288 5.4% 0.142 2.7% 46% False False 959
10 5.534 5.175 0.359 6.8% 0.126 2.4% 37% False False 1,137
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.978
2.618 5.759
1.618 5.625
1.000 5.542
0.618 5.491
HIGH 5.408
0.618 5.357
0.500 5.341
0.382 5.325
LOW 5.274
0.618 5.191
1.000 5.140
1.618 5.057
2.618 4.923
4.250 4.705
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 5.341 5.319
PP 5.330 5.315
S1 5.319 5.312

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

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