NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 3.900 4.020 0.120 3.1% 4.107
High 4.017 4.040 0.023 0.6% 4.107
Low 3.895 3.919 0.024 0.6% 3.828
Close 3.996 3.990 -0.006 -0.2% 3.907
Range 0.122 0.121 -0.001 -0.8% 0.279
ATR 0.185 0.180 -0.005 -2.5% 0.000
Volume 15,467 19,083 3,616 23.4% 46,463
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.346 4.289 4.057
R3 4.225 4.168 4.023
R2 4.104 4.104 4.012
R1 4.047 4.047 4.001 4.015
PP 3.983 3.983 3.983 3.967
S1 3.926 3.926 3.979 3.894
S2 3.862 3.862 3.968
S3 3.741 3.805 3.957
S4 3.620 3.684 3.923
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.784 4.625 4.060
R3 4.505 4.346 3.984
R2 4.226 4.226 3.958
R1 4.067 4.067 3.933 4.007
PP 3.947 3.947 3.947 3.918
S1 3.788 3.788 3.881 3.728
S2 3.668 3.668 3.856
S3 3.389 3.509 3.830
S4 3.110 3.230 3.754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.040 3.805 0.235 5.9% 0.140 3.5% 79% True False 16,207
10 4.207 3.805 0.402 10.1% 0.158 4.0% 46% False False 11,874
20 4.721 3.805 0.916 23.0% 0.196 4.9% 20% False False 8,770
40 4.721 3.805 0.916 23.0% 0.183 4.6% 20% False False 7,587
60 5.280 3.805 1.475 37.0% 0.192 4.8% 13% False False 5,989
80 6.521 3.805 2.716 68.1% 0.200 5.0% 7% False False 4,876
100 7.121 3.805 3.316 83.1% 0.200 5.0% 6% False False 4,170
120 7.708 3.805 3.903 97.8% 0.204 5.1% 5% False False 3,635
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.554
2.618 4.357
1.618 4.236
1.000 4.161
0.618 4.115
HIGH 4.040
0.618 3.994
0.500 3.980
0.382 3.965
LOW 3.919
0.618 3.844
1.000 3.798
1.618 3.723
2.618 3.602
4.250 3.405
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 3.987 3.968
PP 3.983 3.945
S1 3.980 3.923

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

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