NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 7.200 7.297 0.097 1.3% 7.470
High 7.310 7.460 0.150 2.1% 7.568
Low 7.182 7.280 0.098 1.4% 7.182
Close 7.247 7.326 0.079 1.1% 7.326
Range 0.128 0.180 0.052 40.6% 0.386
ATR 0.220 0.220 -0.001 -0.2% 0.000
Volume 622 1,536 914 146.9% 4,685
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.895 7.791 7.425
R3 7.715 7.611 7.376
R2 7.535 7.535 7.359
R1 7.431 7.431 7.343 7.483
PP 7.355 7.355 7.355 7.382
S1 7.251 7.251 7.310 7.303
S2 7.175 7.175 7.293
S3 6.995 7.071 7.277
S4 6.815 6.891 7.227
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.517 8.307 7.538
R3 8.131 7.921 7.432
R2 7.745 7.745 7.397
R1 7.535 7.535 7.361 7.447
PP 7.359 7.359 7.359 7.315
S1 7.149 7.149 7.291 7.061
S2 6.973 6.973 7.255
S3 6.587 6.763 7.220
S4 6.201 6.377 7.114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.568 7.182 0.386 5.3% 0.140 1.9% 37% False False 937
10 7.940 7.182 0.758 10.3% 0.169 2.3% 19% False False 1,049
20 8.598 7.182 1.416 19.3% 0.189 2.6% 10% False False 810
40 9.240 7.182 2.058 28.1% 0.211 2.9% 7% False False 680
60 9.739 7.182 2.557 34.9% 0.210 2.9% 6% False False 594
80 11.981 7.182 4.799 65.5% 0.221 3.0% 3% False False 551
100 11.981 7.182 4.799 65.5% 0.196 2.7% 3% False False 536
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 0.023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.225
2.618 7.931
1.618 7.751
1.000 7.640
0.618 7.571
HIGH 7.460
0.618 7.391
0.500 7.370
0.382 7.349
LOW 7.280
0.618 7.169
1.000 7.100
1.618 6.989
2.618 6.809
4.250 6.515
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 7.370 7.324
PP 7.355 7.323
S1 7.341 7.321

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

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