NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 7.567 7.440 -0.127 -1.7% 7.102
High 7.670 7.440 -0.230 -3.0% 7.708
Low 7.420 7.104 -0.316 -4.3% 7.096
Close 7.570 7.129 -0.441 -5.8% 7.285
Range 0.250 0.336 0.086 34.4% 0.612
ATR 0.249 0.264 0.016 6.2% 0.000
Volume 311 875 564 181.4% 4,985
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.232 8.017 7.314
R3 7.896 7.681 7.221
R2 7.560 7.560 7.191
R1 7.345 7.345 7.160 7.285
PP 7.224 7.224 7.224 7.194
S1 7.009 7.009 7.098 6.949
S2 6.888 6.888 7.067
S3 6.552 6.673 7.037
S4 6.216 6.337 6.944
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 7.700 7.104 0.596 8.4% 0.225 3.2% 4% False True 887
10 7.708 6.969 0.739 10.4% 0.249 3.5% 22% False False 909
20 7.708 6.825 0.883 12.4% 0.212 3.0% 34% False False 939
40 8.598 6.825 1.773 24.9% 0.210 2.9% 17% False False 858
60 9.240 6.825 2.415 33.9% 0.211 3.0% 13% False False 745
80 10.025 6.825 3.200 44.9% 0.221 3.1% 10% False False 659
100 11.981 6.825 5.156 72.3% 0.221 3.1% 6% False False 629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 8.868
2.618 8.320
1.618 7.984
1.000 7.776
0.618 7.648
HIGH 7.440
0.618 7.312
0.500 7.272
0.382 7.232
LOW 7.104
0.618 6.896
1.000 6.768
1.618 6.560
2.618 6.224
4.250 5.676
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 7.272 7.387
PP 7.224 7.301
S1 7.177 7.215

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

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