NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 11.194 11.270 0.076 0.7% 11.701
High 11.293 11.280 -0.013 -0.1% 11.959
Low 11.194 10.757 -0.437 -3.9% 11.100
Close 11.232 10.810 -0.422 -3.8% 11.173
Range 0.099 0.523 0.424 428.3% 0.859
ATR 0.210 0.233 0.022 10.6% 0.000
Volume 423 131 -292 -69.0% 1,612
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 12.518 12.187 11.098
R3 11.995 11.664 10.954
R2 11.472 11.472 10.906
R1 11.141 11.141 10.858 11.045
PP 10.949 10.949 10.949 10.901
S1 10.618 10.618 10.762 10.522
S2 10.426 10.426 10.714
S3 9.903 10.095 10.666
S4 9.380 9.572 10.522
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 13.988 13.439 11.645
R3 13.129 12.580 11.409
R2 12.270 12.270 11.330
R1 11.721 11.721 11.252 11.566
PP 11.411 11.411 11.411 11.333
S1 10.862 10.862 11.094 10.707
S2 10.552 10.552 11.016
S3 9.693 10.003 10.937
S4 8.834 9.144 10.701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11.460 10.757 0.703 6.5% 0.295 2.7% 8% False True 368
10 11.981 10.757 1.224 11.3% 0.245 2.3% 4% False True 291
20 11.981 10.757 1.224 11.3% 0.191 1.8% 4% False True 504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 13.503
2.618 12.649
1.618 12.126
1.000 11.803
0.618 11.603
HIGH 11.280
0.618 11.080
0.500 11.019
0.382 10.957
LOW 10.757
0.618 10.434
1.000 10.234
1.618 9.911
2.618 9.388
4.250 8.534
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 11.019 11.109
PP 10.949 11.009
S1 10.880 10.910

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

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