NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 3.640 3.572 -0.068 -1.9% 3.976
High 3.685 3.572 -0.113 -3.1% 4.025
Low 3.519 3.409 -0.110 -3.1% 3.519
Close 3.550 3.507 -0.043 -1.2% 3.550
Range 0.166 0.163 -0.003 -1.8% 0.506
ATR 0.171 0.170 -0.001 -0.3% 0.000
Volume 9,240 7,592 -1,648 -17.8% 38,634
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 3.985 3.909 3.597
R3 3.822 3.746 3.552
R2 3.659 3.659 3.537
R1 3.583 3.583 3.522 3.540
PP 3.496 3.496 3.496 3.474
S1 3.420 3.420 3.492 3.377
S2 3.333 3.333 3.477
S3 3.170 3.257 3.462
S4 3.007 3.094 3.417
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.216 4.889 3.828
R3 4.710 4.383 3.689
R2 4.204 4.204 3.643
R1 3.877 3.877 3.596 3.788
PP 3.698 3.698 3.698 3.653
S1 3.371 3.371 3.504 3.282
S2 3.192 3.192 3.457
S3 2.686 2.865 3.411
S4 2.180 2.359 3.272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.854 3.409 0.445 12.7% 0.132 3.8% 22% False True 7,756
10 4.070 3.409 0.661 18.8% 0.153 4.3% 15% False True 10,069
20 4.207 3.409 0.798 22.8% 0.157 4.5% 12% False True 9,998
40 4.721 3.409 1.312 37.4% 0.181 5.1% 7% False True 8,030
60 5.280 3.409 1.871 53.4% 0.189 5.4% 5% False True 6,879
80 6.521 3.409 3.112 88.7% 0.197 5.6% 3% False True 5,567
100 6.880 3.409 3.471 99.0% 0.193 5.5% 3% False True 4,729
120 7.708 3.409 4.299 122.6% 0.200 5.7% 2% False True 4,125
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.265
2.618 3.999
1.618 3.836
1.000 3.735
0.618 3.673
HIGH 3.572
0.618 3.510
0.500 3.491
0.382 3.471
LOW 3.409
0.618 3.308
1.000 3.246
1.618 3.145
2.618 2.982
4.250 2.716
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 3.502 3.599
PP 3.496 3.568
S1 3.491 3.538

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

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