NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 5.383 5.655 0.272 5.1% 5.393
High 5.640 5.712 0.072 1.3% 5.712
Low 5.383 5.367 -0.016 -0.3% 5.274
Close 5.643 5.655 0.012 0.2% 5.655
Range 0.257 0.345 0.088 34.2% 0.438
ATR 0.165 0.178 0.013 7.8% 0.000
Volume 845 1,235 390 46.2% 3,778
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.613 6.479 5.845
R3 6.268 6.134 5.750
R2 5.923 5.923 5.718
R1 5.789 5.789 5.687 5.828
PP 5.578 5.578 5.578 5.597
S1 5.444 5.444 5.623 5.483
S2 5.233 5.233 5.592
S3 4.888 5.099 5.560
S4 4.543 4.754 5.465
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.861 6.696 5.896
R3 6.423 6.258 5.775
R2 5.985 5.985 5.735
R1 5.820 5.820 5.695 5.903
PP 5.547 5.547 5.547 5.588
S1 5.382 5.382 5.615 5.465
S2 5.109 5.109 5.575
S3 4.671 4.944 5.535
S4 4.233 4.506 5.414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.712 5.175 0.537 9.5% 0.207 3.7% 89% True False 964
10 5.712 5.175 0.537 9.5% 0.173 3.1% 89% True False 1,094
20 5.981 5.175 0.806 14.3% 0.148 2.6% 60% False False 1,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 7.178
2.618 6.615
1.618 6.270
1.000 6.057
0.618 5.925
HIGH 5.712
0.618 5.580
0.500 5.540
0.382 5.499
LOW 5.367
0.618 5.154
1.000 5.022
1.618 4.809
2.618 4.464
4.250 3.901
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5.617 5.601
PP 5.578 5.547
S1 5.540 5.493

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

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