NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 6.887 6.910 0.023 0.3% 7.567
High 6.887 7.020 0.133 1.9% 7.670
Low 6.650 6.892 0.242 3.6% 6.640
Close 6.869 6.996 0.127 1.8% 6.869
Range 0.237 0.128 -0.109 -46.0% 1.030
ATR 0.267 0.259 -0.008 -3.1% 0.000
Volume 1,974 674 -1,300 -65.9% 5,161
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.353 7.303 7.066
R3 7.225 7.175 7.031
R2 7.097 7.097 7.019
R1 7.047 7.047 7.008 7.072
PP 6.969 6.969 6.969 6.982
S1 6.919 6.919 6.984 6.944
S2 6.841 6.841 6.973
S3 6.713 6.791 6.961
S4 6.585 6.663 6.926
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 10.150 9.539 7.436
R3 9.120 8.509 7.152
R2 8.090 8.090 7.058
R1 7.479 7.479 6.963 7.270
PP 7.060 7.060 7.060 6.955
S1 6.449 6.449 6.775 6.240
S2 6.030 6.030 6.680
S3 5.000 5.419 6.586
S4 3.970 4.389 6.303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.440 6.640 0.800 11.4% 0.257 3.7% 45% False False 1,104
10 7.708 6.640 1.068 15.3% 0.235 3.4% 33% False False 1,009
20 7.708 6.640 1.068 15.3% 0.224 3.2% 33% False False 957
40 8.598 6.640 1.958 28.0% 0.207 3.0% 18% False False 905
60 9.240 6.640 2.600 37.2% 0.216 3.1% 14% False False 786
80 9.739 6.640 3.099 44.3% 0.212 3.0% 11% False False 691
100 11.981 6.640 5.341 76.3% 0.223 3.2% 7% False False 639
120 11.981 6.640 5.341 76.3% 0.202 2.9% 7% False False 605
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.034
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7.564
2.618 7.355
1.618 7.227
1.000 7.148
0.618 7.099
HIGH 7.020
0.618 6.971
0.500 6.956
0.382 6.941
LOW 6.892
0.618 6.813
1.000 6.764
1.618 6.685
2.618 6.557
4.250 6.348
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 6.983 6.941
PP 6.969 6.885
S1 6.956 6.830

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

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