NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 4.520 4.242 -0.278 -6.2% 4.545
High 4.530 4.339 -0.191 -4.2% 4.830
Low 4.200 4.160 -0.040 -1.0% 4.408
Close 4.249 4.318 0.069 1.6% 4.421
Range 0.330 0.179 -0.151 -45.8% 0.422
ATR 0.201 0.199 -0.002 -0.8% 0.000
Volume 4,117 8,408 4,291 104.2% 48,872
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 4.809 4.743 4.416
R3 4.630 4.564 4.367
R2 4.451 4.451 4.351
R1 4.385 4.385 4.334 4.418
PP 4.272 4.272 4.272 4.289
S1 4.206 4.206 4.302 4.239
S2 4.093 4.093 4.285
S3 3.914 4.027 4.269
S4 3.735 3.848 4.220
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.819 5.542 4.653
R3 5.397 5.120 4.537
R2 4.975 4.975 4.498
R1 4.698 4.698 4.460 4.626
PP 4.553 4.553 4.553 4.517
S1 4.276 4.276 4.382 4.204
S2 4.131 4.131 4.344
S3 3.709 3.854 4.305
S4 3.287 3.432 4.189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.669 4.160 0.509 11.8% 0.207 4.8% 31% False True 8,227
10 4.830 4.160 0.670 15.5% 0.220 5.1% 24% False True 8,212
20 4.830 3.596 1.234 28.6% 0.193 4.5% 59% False False 5,923
40 4.838 3.596 1.242 28.8% 0.167 3.9% 58% False False 4,091
60 4.860 3.596 1.264 29.3% 0.175 4.1% 57% False False 3,363
80 5.392 3.596 1.796 41.6% 0.176 4.1% 40% False False 2,825
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.100
2.618 4.808
1.618 4.629
1.000 4.518
0.618 4.450
HIGH 4.339
0.618 4.271
0.500 4.250
0.382 4.228
LOW 4.160
0.618 4.049
1.000 3.981
1.618 3.870
2.618 3.691
4.250 3.399
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 4.295 4.356
PP 4.272 4.343
S1 4.250 4.331

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

View Archives - Comment on this page... - Back to Index of Symbols