NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 7.433 7.310 -0.123 -1.7% 7.470
High 7.503 7.449 -0.054 -0.7% 7.568
Low 7.240 7.240 0.000 0.0% 7.182
Close 7.272 7.397 0.125 1.7% 7.326
Range 0.263 0.209 -0.054 -20.5% 0.386
ATR 0.223 0.222 -0.001 -0.4% 0.000
Volume 1,097 1,016 -81 -7.4% 4,685
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.989 7.902 7.512
R3 7.780 7.693 7.454
R2 7.571 7.571 7.435
R1 7.484 7.484 7.416 7.528
PP 7.362 7.362 7.362 7.384
S1 7.275 7.275 7.378 7.319
S2 7.153 7.153 7.359
S3 6.944 7.066 7.340
S4 6.735 6.857 7.282
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 7.503 7.182 0.321 4.3% 0.183 2.5% 67% False False 1,060
10 7.620 7.182 0.438 5.9% 0.168 2.3% 49% False False 1,038
20 8.587 7.182 1.405 19.0% 0.191 2.6% 15% False False 891
40 9.240 7.182 2.058 27.8% 0.213 2.9% 10% False False 712
60 9.739 7.182 2.557 34.6% 0.210 2.8% 8% False False 614
80 11.981 7.182 4.799 64.9% 0.225 3.0% 4% False False 564
100 11.981 7.182 4.799 64.9% 0.200 2.7% 4% False False 545
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 True
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.337
2.618 7.996
1.618 7.787
1.000 7.658
0.618 7.578
HIGH 7.449
0.618 7.369
0.500 7.345
0.382 7.320
LOW 7.240
0.618 7.111
1.000 7.031
1.618 6.902
2.618 6.693
4.250 6.352
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 7.380 7.389
PP 7.362 7.380
S1 7.345 7.372

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

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