NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 7.102 7.445 0.343 4.8% 6.904
High 7.330 7.708 0.378 5.2% 7.340
Low 7.096 7.432 0.336 4.7% 6.825
Close 7.328 7.632 0.304 4.1% 7.281
Range 0.234 0.276 0.042 17.9% 0.515
ATR 0.234 0.244 0.010 4.5% 0.000
Volume 721 1,012 291 40.4% 5,552
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.419 8.301 7.784
R3 8.143 8.025 7.708
R2 7.867 7.867 7.683
R1 7.749 7.749 7.657 7.808
PP 7.591 7.591 7.591 7.620
S1 7.473 7.473 7.607 7.532
S2 7.315 7.315 7.581
S3 7.039 7.197 7.556
S4 6.763 6.921 7.480
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 7.708 6.969 0.739 9.7% 0.273 3.6% 90% True False 931
10 7.708 6.825 0.883 11.6% 0.220 2.9% 91% True False 904
20 7.708 6.825 0.883 11.6% 0.194 2.5% 91% True False 971
40 8.598 6.825 1.773 23.2% 0.207 2.7% 46% False False 807
60 9.250 6.825 2.425 31.8% 0.211 2.8% 33% False False 715
80 11.280 6.825 4.455 58.4% 0.227 3.0% 18% False False 639
100 11.981 6.825 5.156 67.6% 0.215 2.8% 16% False False 612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.881
2.618 8.431
1.618 8.155
1.000 7.984
0.618 7.879
HIGH 7.708
0.618 7.603
0.500 7.570
0.382 7.537
LOW 7.432
0.618 7.261
1.000 7.156
1.618 6.985
2.618 6.709
4.250 6.259
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 7.611 7.534
PP 7.591 7.436
S1 7.570 7.339

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

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