NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 4.457 4.517 0.060 1.3% 4.480
High 4.582 4.517 -0.065 -1.4% 4.789
Low 4.356 4.319 -0.037 -0.8% 4.319
Close 4.524 4.332 -0.192 -4.2% 4.332
Range 0.226 0.198 -0.028 -12.4% 0.470
ATR 0.206 0.206 0.000 0.0% 0.000
Volume 19,662 9,994 -9,668 -49.2% 63,214
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 4.983 4.856 4.441
R3 4.785 4.658 4.386
R2 4.587 4.587 4.368
R1 4.460 4.460 4.350 4.425
PP 4.389 4.389 4.389 4.372
S1 4.262 4.262 4.314 4.227
S2 4.191 4.191 4.296
S3 3.993 4.064 4.278
S4 3.795 3.866 4.223
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.890 5.581 4.591
R3 5.420 5.111 4.461
R2 4.950 4.950 4.418
R1 4.641 4.641 4.375 4.561
PP 4.480 4.480 4.480 4.440
S1 4.171 4.171 4.289 4.091
S2 4.010 4.010 4.246
S3 3.540 3.701 4.203
S4 3.070 3.231 4.074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.789 4.319 0.470 10.8% 0.237 5.5% 3% False True 12,642
10 4.789 3.722 1.067 24.6% 0.241 5.6% 57% False False 11,077
20 4.789 3.520 1.269 29.3% 0.191 4.4% 64% False False 7,930
40 4.820 3.520 1.300 30.0% 0.181 4.2% 62% False False 5,597
60 4.820 3.520 1.300 30.0% 0.182 4.2% 62% False False 4,535
80 5.350 3.520 1.830 42.2% 0.188 4.3% 44% False False 3,756
100 6.619 3.520 3.099 71.5% 0.193 4.4% 26% False False 3,175
120 7.153 3.520 3.633 83.9% 0.189 4.4% 22% False False 2,784
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.359
2.618 5.035
1.618 4.837
1.000 4.715
0.618 4.639
HIGH 4.517
0.618 4.441
0.500 4.418
0.382 4.395
LOW 4.319
0.618 4.197
1.000 4.121
1.618 3.999
2.618 3.801
4.250 3.478
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 4.418 4.554
PP 4.389 4.480
S1 4.361 4.406

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

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