NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 3.970 3.925 -0.045 -1.1% 3.965
High 3.970 3.925 -0.045 -1.1% 4.196
Low 3.865 3.880 0.015 0.4% 3.924
Close 3.913 3.914 0.001 0.0% 4.143
Range 0.105 0.045 -0.060 -57.1% 0.272
ATR 0.174 0.165 -0.009 -5.3% 0.000
Volume 3,326 4,143 817 24.6% 16,753
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.041 4.023 3.939
R3 3.996 3.978 3.926
R2 3.951 3.951 3.922
R1 3.933 3.933 3.918 3.920
PP 3.906 3.906 3.906 3.900
S1 3.888 3.888 3.910 3.875
S2 3.861 3.861 3.906
S3 3.816 3.843 3.902
S4 3.771 3.798 3.889
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.904 4.795 4.293
R3 4.632 4.523 4.218
R2 4.360 4.360 4.193
R1 4.251 4.251 4.168 4.306
PP 4.088 4.088 4.088 4.115
S1 3.979 3.979 4.118 4.034
S2 3.816 3.816 4.093
S3 3.544 3.707 4.068
S4 3.272 3.435 3.993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.196 3.865 0.331 8.5% 0.140 3.6% 15% False False 3,733
10 4.233 3.865 0.368 9.4% 0.146 3.7% 13% False False 3,913
20 4.820 3.865 0.955 24.4% 0.164 4.2% 5% False False 3,430
40 4.820 3.865 0.955 24.4% 0.176 4.5% 5% False False 3,057
60 5.350 3.865 1.485 37.9% 0.182 4.7% 3% False False 2,540
80 6.619 3.865 2.754 70.4% 0.187 4.8% 2% False False 2,120
100 7.153 3.865 3.288 84.0% 0.188 4.8% 1% False False 1,856
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 0.019
Narrowest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 4.116
2.618 4.043
1.618 3.998
1.000 3.970
0.618 3.953
HIGH 3.925
0.618 3.908
0.500 3.903
0.382 3.897
LOW 3.880
0.618 3.852
1.000 3.835
1.618 3.807
2.618 3.762
4.250 3.689
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 3.910 3.991
PP 3.906 3.965
S1 3.903 3.940

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

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