NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 4.371 4.410 0.039 0.9% 4.436
High 4.472 4.412 -0.060 -1.3% 4.690
Low 4.250 4.200 -0.050 -1.2% 4.200
Close 4.414 4.217 -0.197 -4.5% 4.217
Range 0.222 0.212 -0.010 -4.5% 0.490
ATR 0.215 0.215 0.000 0.0% 0.000
Volume 51,206 36,342 -14,864 -29.0% 179,034
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 4.912 4.777 4.334
R3 4.700 4.565 4.275
R2 4.488 4.488 4.256
R1 4.353 4.353 4.236 4.315
PP 4.276 4.276 4.276 4.257
S1 4.141 4.141 4.198 4.103
S2 4.064 4.064 4.178
S3 3.852 3.929 4.159
S4 3.640 3.717 4.100
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.839 5.518 4.487
R3 5.349 5.028 4.352
R2 4.859 4.859 4.307
R1 4.538 4.538 4.262 4.454
PP 4.369 4.369 4.369 4.327
S1 4.048 4.048 4.172 3.964
S2 3.879 3.879 4.127
S3 3.389 3.558 4.082
S4 2.899 3.068 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 4.200 0.490 11.6% 0.243 5.8% 3% False True 35,806
10 4.690 3.603 1.087 25.8% 0.252 6.0% 56% False False 27,481
20 4.690 3.395 1.295 30.7% 0.205 4.9% 63% False False 18,854
40 4.721 3.395 1.326 31.4% 0.193 4.6% 62% False False 14,148
60 4.721 3.395 1.326 31.4% 0.191 4.5% 62% False False 11,555
80 5.280 3.395 1.885 44.7% 0.196 4.7% 44% False False 9,428
100 6.521 3.395 3.126 74.1% 0.201 4.8% 26% False False 7,841
120 7.106 3.395 3.711 88.0% 0.200 4.7% 22% False False 6,761
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.313
2.618 4.967
1.618 4.755
1.000 4.624
0.618 4.543
HIGH 4.412
0.618 4.331
0.500 4.306
0.382 4.281
LOW 4.200
0.618 4.069
1.000 3.988
1.618 3.857
2.618 3.645
4.250 3.299
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 4.306 4.445
PP 4.276 4.369
S1 4.247 4.293

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

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