NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 6.981 7.155 0.174 2.5% 7.433
High 7.059 7.340 0.281 4.0% 7.503
Low 6.884 7.140 0.256 3.7% 6.950
Close 6.962 7.267 0.305 4.4% 6.985
Range 0.175 0.200 0.025 14.3% 0.553
ATR 0.207 0.219 0.012 5.9% 0.000
Volume 850 805 -45 -5.3% 3,874
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.849 7.758 7.377
R3 7.649 7.558 7.322
R2 7.449 7.449 7.304
R1 7.358 7.358 7.285 7.404
PP 7.249 7.249 7.249 7.272
S1 7.158 7.158 7.249 7.204
S2 7.049 7.049 7.230
S3 6.849 6.958 7.212
S4 6.649 6.758 7.157
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.805 8.448 7.289
R3 8.252 7.895 7.137
R2 7.699 7.699 7.086
R1 7.342 7.342 7.036 7.244
PP 7.146 7.146 7.146 7.097
S1 6.789 6.789 6.934 6.691
S2 6.593 6.593 6.884
S3 6.040 6.236 6.833
S4 5.487 5.683 6.681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.340 6.825 0.515 7.1% 0.178 2.5% 86% True False 860
10 7.503 6.825 0.678 9.3% 0.181 2.5% 65% False False 946
20 8.300 6.825 1.475 20.3% 0.178 2.5% 30% False False 967
40 8.626 6.825 1.801 24.8% 0.201 2.8% 25% False False 770
60 9.390 6.825 2.565 35.3% 0.204 2.8% 17% False False 667
80 11.460 6.825 4.635 63.8% 0.224 3.1% 10% False False 612
100 11.981 6.825 5.156 71.0% 0.205 2.8% 9% False False 584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.190
2.618 7.864
1.618 7.664
1.000 7.540
0.618 7.464
HIGH 7.340
0.618 7.264
0.500 7.240
0.382 7.216
LOW 7.140
0.618 7.016
1.000 6.940
1.618 6.816
2.618 6.616
4.250 6.290
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 7.258 7.206
PP 7.249 7.144
S1 7.240 7.083

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

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