NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 7.295 7.567 0.272 3.7% 7.102
High 7.353 7.670 0.317 4.3% 7.708
Low 7.265 7.420 0.155 2.1% 7.096
Close 7.285 7.570 0.285 3.9% 7.285
Range 0.088 0.250 0.162 184.1% 0.612
ATR 0.239 0.249 0.010 4.4% 0.000
Volume 1,073 311 -762 -71.0% 4,985
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.303 8.187 7.708
R3 8.053 7.937 7.639
R2 7.803 7.803 7.616
R1 7.687 7.687 7.593 7.745
PP 7.553 7.553 7.553 7.583
S1 7.437 7.437 7.547 7.495
S2 7.303 7.303 7.524
S3 7.053 7.187 7.501
S4 6.803 6.937 7.433
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 9.199 8.854 7.622
R3 8.587 8.242 7.453
R2 7.975 7.975 7.397
R1 7.630 7.630 7.341 7.803
PP 7.363 7.363 7.363 7.449
S1 7.018 7.018 7.229 7.191
S2 6.751 6.751 7.173
S3 6.139 6.406 7.117
S4 5.527 5.794 6.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.708 7.265 0.443 5.9% 0.213 2.8% 69% False False 915
10 7.708 6.884 0.824 10.9% 0.233 3.1% 83% False False 907
20 7.708 6.825 0.883 11.7% 0.203 2.7% 84% False False 924
40 8.598 6.825 1.773 23.4% 0.205 2.7% 42% False False 848
60 9.240 6.825 2.415 31.9% 0.208 2.7% 31% False False 733
80 10.195 6.825 3.370 44.5% 0.218 2.9% 22% False False 653
100 11.981 6.825 5.156 68.1% 0.218 2.9% 14% False False 626
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 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.733
2.618 8.325
1.618 8.075
1.000 7.920
0.618 7.825
HIGH 7.670
0.618 7.575
0.500 7.545
0.382 7.516
LOW 7.420
0.618 7.266
1.000 7.170
1.618 7.016
2.618 6.766
4.250 6.358
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 7.562 7.536
PP 7.553 7.502
S1 7.545 7.468

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

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