NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 4.020 4.141 0.121 3.0% 4.196
High 4.141 4.149 0.008 0.2% 4.233
Low 4.013 4.044 0.031 0.8% 3.947
Close 4.118 4.112 -0.006 -0.1% 4.024
Range 0.128 0.105 -0.023 -18.0% 0.286
ATR 0.182 0.176 -0.005 -3.0% 0.000
Volume 3,989 3,439 -550 -13.8% 15,882
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.417 4.369 4.170
R3 4.312 4.264 4.141
R2 4.207 4.207 4.131
R1 4.159 4.159 4.122 4.131
PP 4.102 4.102 4.102 4.087
S1 4.054 4.054 4.102 4.026
S2 3.997 3.997 4.093
S3 3.892 3.949 4.083
S4 3.787 3.844 4.054
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.926 4.761 4.181
R3 4.640 4.475 4.103
R2 4.354 4.354 4.076
R1 4.189 4.189 4.050 4.129
PP 4.068 4.068 4.068 4.038
S1 3.903 3.903 3.998 3.843
S2 3.782 3.782 3.972
S3 3.496 3.617 3.945
S4 3.210 3.331 3.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.233 3.924 0.309 7.5% 0.152 3.7% 61% False False 4,093
10 4.233 3.924 0.309 7.5% 0.149 3.6% 61% False False 3,744
20 4.820 3.924 0.896 21.8% 0.189 4.6% 21% False False 3,150
40 4.820 3.924 0.896 21.8% 0.177 4.3% 21% False False 2,766
60 5.350 3.924 1.426 34.7% 0.186 4.5% 13% False False 2,288
80 6.619 3.924 2.695 65.5% 0.193 4.7% 7% False False 1,936
100 7.211 3.924 3.287 79.9% 0.189 4.6% 6% False False 1,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.595
2.618 4.424
1.618 4.319
1.000 4.254
0.618 4.214
HIGH 4.149
0.618 4.109
0.500 4.097
0.382 4.084
LOW 4.044
0.618 3.979
1.000 3.939
1.618 3.874
2.618 3.769
4.250 3.598
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 4.107 4.087
PP 4.102 4.062
S1 4.097 4.037

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

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