NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 7.570 7.670 0.100 1.3% 6.904
High 7.700 7.670 -0.030 -0.4% 7.340
Low 7.541 7.379 -0.162 -2.1% 6.825
Close 7.659 7.459 -0.200 -2.6% 7.281
Range 0.159 0.291 0.132 83.0% 0.515
ATR 0.238 0.242 0.004 1.6% 0.000
Volume 1,345 834 -511 -38.0% 5,552
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.376 8.208 7.619
R3 8.085 7.917 7.539
R2 7.794 7.794 7.512
R1 7.626 7.626 7.486 7.565
PP 7.503 7.503 7.503 7.472
S1 7.335 7.335 7.432 7.274
S2 7.212 7.212 7.406
S3 6.921 7.044 7.379
S4 6.630 6.753 7.299
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 9.9% 0.255 3.4% 66% False False 1,017
10 7.708 6.825 0.883 11.8% 0.229 3.1% 72% False False 1,008
20 7.708 6.825 0.883 11.8% 0.199 2.7% 72% False False 939
40 8.598 6.825 1.773 23.8% 0.209 2.8% 36% False False 828
60 9.240 6.825 2.415 32.4% 0.210 2.8% 26% False False 735
80 10.744 6.825 3.919 52.5% 0.223 3.0% 16% False False 655
100 11.981 6.825 5.156 69.1% 0.219 2.9% 12% False False 632
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 0.030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.907
2.618 8.432
1.618 8.141
1.000 7.961
0.618 7.850
HIGH 7.670
0.618 7.559
0.500 7.525
0.382 7.490
LOW 7.379
0.618 7.199
1.000 7.088
1.618 6.908
2.618 6.617
4.250 6.142
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 7.525 7.544
PP 7.503 7.515
S1 7.481 7.487

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

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