NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 3.715 3.609 -0.106 -2.9% 4.170
High 3.770 3.697 -0.073 -1.9% 4.358
Low 3.601 3.500 -0.101 -2.8% 3.601
Close 3.636 3.643 0.007 0.2% 3.636
Range 0.169 0.197 0.028 16.6% 0.757
ATR 0.234 0.231 -0.003 -1.1% 0.000
Volume 58,137 46,084 -12,053 -20.7% 213,631
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 4.204 4.121 3.751
R3 4.007 3.924 3.697
R2 3.810 3.810 3.679
R1 3.727 3.727 3.661 3.769
PP 3.613 3.613 3.613 3.634
S1 3.530 3.530 3.625 3.572
S2 3.416 3.416 3.607
S3 3.219 3.333 3.589
S4 3.022 3.136 3.535
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.136 5.643 4.052
R3 5.379 4.886 3.844
R2 4.622 4.622 3.775
R1 4.129 4.129 3.705 3.997
PP 3.865 3.865 3.865 3.799
S1 3.372 3.372 3.567 3.240
S2 3.108 3.108 3.497
S3 2.351 2.615 3.428
S4 1.594 1.858 3.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.337 3.500 0.837 23.0% 0.269 7.4% 17% False True 46,190
10 4.690 3.500 1.190 32.7% 0.264 7.2% 12% False True 41,510
20 4.690 3.395 1.295 35.5% 0.241 6.6% 19% False False 29,528
40 4.690 3.395 1.295 35.5% 0.199 5.5% 19% False False 19,763
60 4.721 3.395 1.326 36.4% 0.201 5.5% 19% False False 15,196
80 5.280 3.395 1.885 51.7% 0.202 5.5% 13% False False 12,541
100 6.521 3.395 3.126 85.8% 0.205 5.6% 8% False False 10,359
120 6.880 3.395 3.485 95.7% 0.201 5.5% 7% False False 8,862
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 0.049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.534
2.618 4.213
1.618 4.016
1.000 3.894
0.618 3.819
HIGH 3.697
0.618 3.622
0.500 3.599
0.382 3.575
LOW 3.500
0.618 3.378
1.000 3.303
1.618 3.181
2.618 2.984
4.250 2.663
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 3.628 3.815
PP 3.613 3.757
S1 3.599 3.700

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

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