NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 3.897 3.787 -0.110 -2.8% 4.116
High 3.897 3.820 -0.077 -2.0% 4.116
Low 3.774 3.650 -0.124 -3.3% 3.650
Close 3.793 3.683 -0.110 -2.9% 3.683
Range 0.123 0.170 0.047 38.2% 0.466
ATR 0.163 0.164 0.000 0.3% 0.000
Volume 4,703 6,419 1,716 36.5% 23,889
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.228 4.125 3.777
R3 4.058 3.955 3.730
R2 3.888 3.888 3.714
R1 3.785 3.785 3.699 3.752
PP 3.718 3.718 3.718 3.701
S1 3.615 3.615 3.667 3.582
S2 3.548 3.548 3.652
S3 3.378 3.445 3.636
S4 3.208 3.275 3.590
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.214 4.915 3.939
R3 4.748 4.449 3.811
R2 4.282 4.282 3.768
R1 3.983 3.983 3.726 3.900
PP 3.816 3.816 3.816 3.775
S1 3.517 3.517 3.640 3.434
S2 3.350 3.350 3.598
S3 2.884 3.051 3.555
S4 2.418 2.585 3.427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.116 3.650 0.466 12.7% 0.124 3.4% 7% False True 4,777
10 4.196 3.650 0.546 14.8% 0.138 3.7% 6% False True 4,064
20 4.338 3.650 0.688 18.7% 0.149 4.0% 5% False True 3,773
40 4.820 3.650 1.170 31.8% 0.176 4.8% 3% False True 3,250
60 5.350 3.650 1.700 46.2% 0.182 4.9% 2% False True 2,688
80 6.619 3.650 2.969 80.6% 0.190 5.2% 1% False True 2,253
100 6.987 3.650 3.337 90.6% 0.186 5.1% 1% False True 1,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.543
2.618 4.265
1.618 4.095
1.000 3.990
0.618 3.925
HIGH 3.820
0.618 3.755
0.500 3.735
0.382 3.715
LOW 3.650
0.618 3.545
1.000 3.480
1.618 3.375
2.618 3.205
4.250 2.928
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 3.735 3.788
PP 3.718 3.753
S1 3.700 3.718

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

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