NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 4.436 4.414 -0.022 -0.5% 3.655
High 4.472 4.666 0.194 4.3% 4.460
Low 4.311 4.393 0.082 1.9% 3.603
Close 4.412 4.563 0.151 3.4% 4.416
Range 0.161 0.273 0.112 69.6% 0.857
ATR 0.199 0.204 0.005 2.7% 0.000
Volume 23,645 29,610 5,965 25.2% 95,784
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 5.360 5.234 4.713
R3 5.087 4.961 4.638
R2 4.814 4.814 4.613
R1 4.688 4.688 4.588 4.751
PP 4.541 4.541 4.541 4.572
S1 4.415 4.415 4.538 4.478
S2 4.268 4.268 4.513
S3 3.995 4.142 4.488
S4 3.722 3.869 4.413
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.731 6.430 4.887
R3 5.874 5.573 4.652
R2 5.017 5.017 4.573
R1 4.716 4.716 4.495 4.867
PP 4.160 4.160 4.160 4.235
S1 3.859 3.859 4.337 4.010
S2 3.303 3.303 4.259
S3 2.446 3.002 4.180
S4 1.589 2.145 3.945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.666 3.736 0.930 20.4% 0.264 5.8% 89% True False 24,221
10 4.666 3.395 1.271 27.9% 0.229 5.0% 92% True False 19,542
20 4.666 3.395 1.271 27.9% 0.192 4.2% 92% True False 14,515
40 4.721 3.395 1.326 29.1% 0.194 4.2% 88% False False 11,248
60 4.721 3.395 1.326 29.1% 0.187 4.1% 88% False False 9,616
80 5.280 3.395 1.885 41.3% 0.190 4.2% 62% False False 7,900
100 6.521 3.395 3.126 68.5% 0.199 4.4% 37% False False 6,626
120 7.121 3.395 3.726 81.7% 0.199 4.4% 31% False False 5,744
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.040
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.826
2.618 5.381
1.618 5.108
1.000 4.939
0.618 4.835
HIGH 4.666
0.618 4.562
0.500 4.530
0.382 4.497
LOW 4.393
0.618 4.224
1.000 4.120
1.618 3.951
2.618 3.678
4.250 3.233
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 4.552 4.523
PP 4.541 4.482
S1 4.530 4.442

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

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