NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 22-Jul-2008

Day Change Summary
	Previous	Current
	21-Jul-2008	22-Jul-2008	Change	Change %	Previous Week
Open	10.112	9.985	-0.127	-1.3%	11.194
High	10.195	9.985	-0.210	-2.1%	11.293
Low	10.107	9.778	-0.329	-3.3%	10.164
Close	10.192	9.911	-0.281	-2.8%	10.226
Range	0.088	0.207	0.119	135.2%	1.129
ATR	0.242	0.254	0.012	5.1%	0.000
Volume	413	192	-221	-53.5%	2,881

Daily Pivots for day following 22-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	10.512	10.419	10.025
R3	10.305	10.212	9.968
R2	10.098	10.098	9.949
R1	10.005	10.005	9.930	9.948
PP	9.891	9.891	9.891	9.863
S1	9.798	9.798	9.892	9.741
S2	9.684	9.684	9.873
S3	9.477	9.591	9.854
S4	9.270	9.384	9.797

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	13.948	13.216	10.847
R3	12.819	12.087	10.536
R2	11.690	11.690	10.433
R1	10.958	10.958	10.329	10.760
PP	10.561	10.561	10.561	10.462
S1	9.829	9.829	10.123	9.631
S2	9.432	9.432	10.019
S3	8.303	8.700	9.916
S4	7.174	7.571	9.605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10.800	9.778	1.022	10.3%	0.254	2.6%	13%	False	True	586
10	11.460	9.778	1.682	17.0%	0.274	2.8%	8%	False	True	477
20	11.981	9.778	2.203	22.2%	0.220	2.2%	6%	False	True	435

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	0.028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10.865
2.618	10.527
1.618	10.320
1.000	10.192
0.618	10.113
HIGH	9.985
0.618	9.906
0.500	9.882
0.382	9.857
LOW	9.778
0.618	9.650
1.000	9.571
1.618	9.443
2.618	9.236
4.250	8.898

Fisher Pivots for day following 22-Jul-2008
Pivot	1 day	3 day
R1	9.901	10.079
PP	9.891	10.023
S1	9.882	9.967

Download as Excel Spreadsheet

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

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