NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 3.609 3.682 0.073 2.0% 4.170
High 3.697 3.687 -0.010 -0.3% 4.358
Low 3.500 3.550 0.050 1.4% 3.601
Close 3.643 3.638 -0.005 -0.1% 3.636
Range 0.197 0.137 -0.060 -30.5% 0.757
ATR 0.231 0.225 -0.007 -2.9% 0.000
Volume 46,084 74,825 28,741 62.4% 213,631
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 4.036 3.974 3.713
R3 3.899 3.837 3.676
R2 3.762 3.762 3.663
R1 3.700 3.700 3.651 3.663
PP 3.625 3.625 3.625 3.606
S1 3.563 3.563 3.625 3.526
S2 3.488 3.488 3.613
S3 3.351 3.426 3.600
S4 3.214 3.289 3.563
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 4.138 3.500 0.638 17.5% 0.225 6.2% 22% False False 54,340
10 4.690 3.500 1.190 32.7% 0.251 6.9% 12% False False 46,031
20 4.690 3.395 1.295 35.6% 0.240 6.6% 19% False False 32,787
40 4.690 3.395 1.295 35.6% 0.200 5.5% 19% False False 21,438
60 4.721 3.395 1.326 36.4% 0.199 5.5% 18% False False 16,365
80 5.280 3.395 1.885 51.8% 0.201 5.5% 13% False False 13,426
100 6.521 3.395 3.126 85.9% 0.204 5.6% 8% False False 11,098
120 6.750 3.395 3.355 92.2% 0.200 5.5% 7% False False 9,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4.269
2.618 4.046
1.618 3.909
1.000 3.824
0.618 3.772
HIGH 3.687
0.618 3.635
0.500 3.619
0.382 3.602
LOW 3.550
0.618 3.465
1.000 3.413
1.618 3.328
2.618 3.191
4.250 2.968
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 3.632 3.637
PP 3.625 3.636
S1 3.619 3.635

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

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