NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 6.996 6.958 -0.038 -0.5% 7.567
High 7.096 7.121 0.025 0.4% 7.670
Low 6.901 6.958 0.057 0.8% 6.640
Close 6.961 7.086 0.125 1.8% 6.869
Range 0.195 0.163 -0.032 -16.4% 1.030
ATR 0.255 0.248 -0.007 -2.6% 0.000
Volume 1,094 1,198 104 9.5% 5,161
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.544 7.478 7.176
R3 7.381 7.315 7.131
R2 7.218 7.218 7.116
R1 7.152 7.152 7.101 7.185
PP 7.055 7.055 7.055 7.072
S1 6.989 6.989 7.071 7.022
S2 6.892 6.892 7.056
S3 6.729 6.826 7.041
S4 6.566 6.663 6.996
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 7.121 6.640 0.481 6.8% 0.202 2.9% 93% True False 1,200
10 7.670 6.640 1.030 14.5% 0.227 3.2% 43% False False 1,003
20 7.708 6.640 1.068 15.1% 0.224 3.2% 42% False False 976
40 8.587 6.640 1.947 27.5% 0.206 2.9% 23% False False 923
60 9.240 6.640 2.600 36.7% 0.217 3.1% 17% False False 810
80 9.739 6.640 3.099 43.7% 0.214 3.0% 14% False False 714
100 11.981 6.640 5.341 75.4% 0.225 3.2% 8% False False 653
120 11.981 6.640 5.341 75.4% 0.205 2.9% 8% False False 624
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.814
2.618 7.548
1.618 7.385
1.000 7.284
0.618 7.222
HIGH 7.121
0.618 7.059
0.500 7.040
0.382 7.020
LOW 6.958
0.618 6.857
1.000 6.795
1.618 6.694
2.618 6.531
4.250 6.265
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 7.071 7.060
PP 7.055 7.033
S1 7.040 7.007

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

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