NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 4.170 4.258 0.088 2.1% 4.436
High 4.358 4.337 -0.021 -0.5% 4.690
Low 4.118 3.980 -0.138 -3.4% 4.200
Close 4.265 4.030 -0.235 -5.5% 4.217
Range 0.240 0.357 0.117 48.8% 0.490
ATR 0.217 0.227 0.010 4.6% 0.000
Volume 28,764 34,073 5,309 18.5% 179,034
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 5.187 4.965 4.226
R3 4.830 4.608 4.128
R2 4.473 4.473 4.095
R1 4.251 4.251 4.063 4.184
PP 4.116 4.116 4.116 4.082
S1 3.894 3.894 3.997 3.827
S2 3.759 3.759 3.965
S3 3.402 3.537 3.932
S4 3.045 3.180 3.834
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 3.980 0.710 17.6% 0.276 6.8% 7% False True 37,723
10 4.690 3.736 0.954 23.7% 0.270 6.7% 31% False False 30,972
20 4.690 3.395 1.295 32.1% 0.218 5.4% 49% False False 21,367
40 4.721 3.395 1.326 32.9% 0.200 5.0% 48% False False 15,407
60 4.721 3.395 1.326 32.9% 0.198 4.9% 48% False False 12,459
80 5.280 3.395 1.885 46.8% 0.199 4.9% 34% False False 10,163
100 6.521 3.395 3.126 77.6% 0.201 5.0% 20% False False 8,439
120 7.106 3.395 3.711 92.1% 0.202 5.0% 17% False False 7,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 5.854
2.618 5.272
1.618 4.915
1.000 4.694
0.618 4.558
HIGH 4.337
0.618 4.201
0.500 4.159
0.382 4.116
LOW 3.980
0.618 3.759
1.000 3.623
1.618 3.402
2.618 3.045
4.250 2.463
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 4.159 4.196
PP 4.116 4.141
S1 4.073 4.085

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

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