NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 7.270 7.017 -0.253 -3.5% 6.904
High 7.317 7.282 -0.035 -0.5% 7.340
Low 6.975 6.969 -0.006 -0.1% 6.825
Close 7.042 7.281 0.239 3.4% 7.281
Range 0.342 0.313 -0.029 -8.5% 0.515
ATR 0.228 0.234 0.006 2.7% 0.000
Volume 945 1,174 229 24.2% 5,552
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.116 8.012 7.453
R3 7.803 7.699 7.367
R2 7.490 7.490 7.338
R1 7.386 7.386 7.310 7.438
PP 7.177 7.177 7.177 7.204
S1 7.073 7.073 7.252 7.125
S2 6.864 6.864 7.224
S3 6.551 6.760 7.195
S4 6.238 6.447 7.109
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.694 8.502 7.564
R3 8.179 7.987 7.423
R2 7.664 7.664 7.375
R1 7.472 7.472 7.328 7.568
PP 7.149 7.149 7.149 7.197
S1 6.957 6.957 7.234 7.053
S2 6.634 6.634 7.187
S3 6.119 6.442 7.139
S4 5.604 5.927 6.998
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% 0.235 3.2% 89% False False 1,110
10 7.503 6.825 0.678 9.3% 0.216 3.0% 67% False False 942
20 7.940 6.825 1.115 15.3% 0.192 2.6% 41% False False 995
40 8.626 6.825 1.801 24.7% 0.206 2.8% 25% False False 792
60 9.250 6.825 2.425 33.3% 0.209 2.9% 19% False False 699
80 11.460 6.825 4.635 63.7% 0.226 3.1% 10% False False 625
100 11.981 6.825 5.156 70.8% 0.210 2.9% 9% False False 598
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 False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.612
2.618 8.101
1.618 7.788
1.000 7.595
0.618 7.475
HIGH 7.282
0.618 7.162
0.500 7.126
0.382 7.089
LOW 6.969
0.618 6.776
1.000 6.656
1.618 6.463
2.618 6.150
4.250 5.639
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 7.229 7.239
PP 7.177 7.197
S1 7.126 7.155

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

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