NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 7.017 7.102 0.085 1.2% 6.904
High 7.282 7.330 0.048 0.7% 7.340
Low 6.969 7.096 0.127 1.8% 6.825
Close 7.281 7.328 0.047 0.6% 7.281
Range 0.313 0.234 -0.079 -25.2% 0.515
ATR 0.234 0.234 0.000 0.0% 0.000
Volume 1,174 721 -453 -38.6% 5,552
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.953 7.875 7.457
R3 7.719 7.641 7.392
R2 7.485 7.485 7.371
R1 7.407 7.407 7.349 7.446
PP 7.251 7.251 7.251 7.271
S1 7.173 7.173 7.307 7.212
S2 7.017 7.017 7.285
S3 6.783 6.939 7.264
S4 6.549 6.705 7.199
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 6.884 0.456 6.2% 0.253 3.4% 97% False False 899
10 7.449 6.825 0.624 8.5% 0.213 2.9% 81% False False 905
20 7.722 6.825 0.897 12.2% 0.188 2.6% 56% False False 991
40 8.598 6.825 1.773 24.2% 0.206 2.8% 28% False False 795
60 9.250 6.825 2.425 33.1% 0.209 2.8% 21% False False 705
80 11.293 6.825 4.468 61.0% 0.225 3.1% 11% False False 632
100 11.981 6.825 5.156 70.4% 0.212 2.9% 10% False False 604
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 0.038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.325
2.618 7.943
1.618 7.709
1.000 7.564
0.618 7.475
HIGH 7.330
0.618 7.241
0.500 7.213
0.382 7.185
LOW 7.096
0.618 6.951
1.000 6.862
1.618 6.717
2.618 6.483
4.250 6.102
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 7.290 7.269
PP 7.251 7.209
S1 7.213 7.150

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

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