NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 4.673 4.371 -0.302 -6.5% 3.655
High 4.690 4.472 -0.218 -4.6% 4.460
Low 4.342 4.250 -0.092 -2.1% 3.603
Close 4.460 4.414 -0.046 -1.0% 4.416
Range 0.348 0.222 -0.126 -36.2% 0.857
ATR 0.214 0.215 0.001 0.3% 0.000
Volume 38,231 51,206 12,975 33.9% 95,784
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 5.045 4.951 4.536
R3 4.823 4.729 4.475
R2 4.601 4.601 4.455
R1 4.507 4.507 4.434 4.554
PP 4.379 4.379 4.379 4.402
S1 4.285 4.285 4.394 4.332
S2 4.157 4.157 4.373
S3 3.935 4.063 4.353
S4 3.713 3.841 4.292
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 4.690 4.218 0.472 10.7% 0.249 5.6% 42% False False 34,722
10 4.690 3.510 1.180 26.7% 0.252 5.7% 77% False False 25,536
20 4.690 3.395 1.295 29.3% 0.207 4.7% 79% False False 17,546
40 4.721 3.395 1.326 30.0% 0.202 4.6% 77% False False 13,302
60 4.721 3.395 1.326 30.0% 0.191 4.3% 77% False False 11,023
80 5.280 3.395 1.885 42.7% 0.196 4.4% 54% False False 8,986
100 6.521 3.395 3.126 70.8% 0.201 4.6% 33% False False 7,495
120 7.106 3.395 3.711 84.1% 0.201 4.6% 27% False False 6,470
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 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.416
2.618 5.053
1.618 4.831
1.000 4.694
0.618 4.609
HIGH 4.472
0.618 4.387
0.500 4.361
0.382 4.335
LOW 4.250
0.618 4.113
1.000 4.028
1.618 3.891
2.618 3.669
4.250 3.307
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 4.396 4.470
PP 4.379 4.451
S1 4.361 4.433

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

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