NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 3.849 3.800 -0.049 -1.3% 3.861
High 3.854 3.822 -0.032 -0.8% 4.070
Low 3.736 3.755 0.019 0.5% 3.805
Close 3.787 3.788 0.001 0.0% 4.017
Range 0.118 0.067 -0.051 -43.2% 0.265
ATR 0.181 0.173 -0.008 -4.5% 0.000
Volume 5,119 8,133 3,014 58.9% 67,870
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 3.989 3.956 3.825
R3 3.922 3.889 3.806
R2 3.855 3.855 3.800
R1 3.822 3.822 3.794 3.805
PP 3.788 3.788 3.788 3.780
S1 3.755 3.755 3.782 3.738
S2 3.721 3.721 3.776
S3 3.654 3.688 3.770
S4 3.587 3.621 3.751
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.759 4.653 4.163
R3 4.494 4.388 4.090
R2 4.229 4.229 4.066
R1 4.123 4.123 4.041 4.176
PP 3.964 3.964 3.964 3.991
S1 3.858 3.858 3.993 3.911
S2 3.699 3.699 3.968
S3 3.434 3.593 3.944
S4 3.169 3.328 3.871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.070 3.736 0.334 8.8% 0.161 4.3% 16% False False 8,123
10 4.070 3.736 0.334 8.8% 0.150 4.0% 16% False False 12,165
20 4.720 3.736 0.984 26.0% 0.176 4.6% 5% False False 9,653
40 4.721 3.736 0.985 26.0% 0.184 4.9% 5% False False 8,062
60 5.280 3.736 1.544 40.8% 0.190 5.0% 3% False False 6,544
80 6.521 3.736 2.785 73.5% 0.194 5.1% 2% False False 5,289
100 7.106 3.736 3.370 89.0% 0.197 5.2% 2% False False 4,509
120 7.708 3.736 3.972 104.9% 0.204 5.4% 1% False False 3,937
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 4.107
2.618 3.997
1.618 3.930
1.000 3.889
0.618 3.863
HIGH 3.822
0.618 3.796
0.500 3.789
0.382 3.781
LOW 3.755
0.618 3.714
1.000 3.688
1.618 3.647
2.618 3.580
4.250 3.470
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 3.789 3.881
PP 3.788 3.850
S1 3.788 3.819

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

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