NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 7.440 7.100 -0.340 -4.6% 7.102
High 7.440 7.105 -0.335 -4.5% 7.708
Low 7.104 6.810 -0.294 -4.1% 7.096
Close 7.129 6.868 -0.261 -3.7% 7.285
Range 0.336 0.295 -0.041 -12.2% 0.612
ATR 0.264 0.268 0.004 1.5% 0.000
Volume 875 937 62 7.1% 4,985
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.813 7.635 7.030
R3 7.518 7.340 6.949
R2 7.223 7.223 6.922
R1 7.045 7.045 6.895 6.987
PP 6.928 6.928 6.928 6.898
S1 6.750 6.750 6.841 6.692
S2 6.633 6.633 6.814
S3 6.338 6.455 6.787
S4 6.043 6.160 6.706
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 7.670 6.810 0.860 12.5% 0.252 3.7% 7% False True 806
10 7.708 6.810 0.898 13.1% 0.258 3.8% 6% False True 922
20 7.708 6.810 0.898 13.1% 0.220 3.2% 6% False True 934
40 8.598 6.810 1.788 26.0% 0.210 3.1% 3% False True 871
60 9.240 6.810 2.430 35.4% 0.213 3.1% 2% False True 757
80 10.025 6.810 3.215 46.8% 0.222 3.2% 2% False True 668
100 11.981 6.810 5.171 75.3% 0.222 3.2% 1% False True 622
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.359
2.618 7.877
1.618 7.582
1.000 7.400
0.618 7.287
HIGH 7.105
0.618 6.992
0.500 6.958
0.382 6.923
LOW 6.810
0.618 6.628
1.000 6.515
1.618 6.333
2.618 6.038
4.250 5.556
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 6.958 7.240
PP 6.928 7.116
S1 6.898 6.992

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

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