NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 4.517 4.300 -0.217 -4.8% 4.480
High 4.517 4.464 -0.053 -1.2% 4.789
Low 4.319 4.261 -0.058 -1.3% 4.319
Close 4.332 4.377 0.045 1.0% 4.332
Range 0.198 0.203 0.005 2.5% 0.470
ATR 0.206 0.206 0.000 -0.1% 0.000
Volume 9,994 6,438 -3,556 -35.6% 63,214
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 4.976 4.880 4.489
R3 4.773 4.677 4.433
R2 4.570 4.570 4.414
R1 4.474 4.474 4.396 4.522
PP 4.367 4.367 4.367 4.392
S1 4.271 4.271 4.358 4.319
S2 4.164 4.164 4.340
S3 3.961 4.068 4.321
S4 3.758 3.865 4.265
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 4.261 0.528 12.1% 0.247 5.6% 22% False True 11,814
10 4.789 3.827 0.962 22.0% 0.235 5.4% 57% False False 11,142
20 4.789 3.520 1.269 29.0% 0.192 4.4% 68% False False 7,987
40 4.820 3.520 1.300 29.7% 0.181 4.1% 66% False False 5,677
60 4.820 3.520 1.300 29.7% 0.184 4.2% 66% False False 4,609
80 5.350 3.520 1.830 41.8% 0.188 4.3% 47% False False 3,827
100 6.619 3.520 3.099 70.8% 0.193 4.4% 28% False False 3,232
120 7.153 3.520 3.633 83.0% 0.190 4.3% 24% False False 2,830
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.327
2.618 4.995
1.618 4.792
1.000 4.667
0.618 4.589
HIGH 4.464
0.618 4.386
0.500 4.363
0.382 4.339
LOW 4.261
0.618 4.136
1.000 4.058
1.618 3.933
2.618 3.730
4.250 3.398
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 4.372 4.422
PP 4.367 4.407
S1 4.363 4.392

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

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