NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 4.420 4.182 -0.238 -5.4% 4.480
High 4.435 4.254 -0.181 -4.1% 4.789
Low 4.111 4.069 -0.042 -1.0% 4.319
Close 4.156 4.222 0.066 1.6% 4.332
Range 0.324 0.185 -0.139 -42.9% 0.470
ATR 0.214 0.212 -0.002 -1.0% 0.000
Volume 7,169 11,750 4,581 63.9% 63,214
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 4.737 4.664 4.324
R3 4.552 4.479 4.273
R2 4.367 4.367 4.256
R1 4.294 4.294 4.239 4.331
PP 4.182 4.182 4.182 4.200
S1 4.109 4.109 4.205 4.146
S2 3.997 3.997 4.188
S3 3.812 3.924 4.171
S4 3.627 3.739 4.120
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 4.582 4.069 0.513 12.2% 0.227 5.4% 30% False True 11,002
10 4.789 4.069 0.720 17.1% 0.243 5.8% 21% False True 11,392
20 4.789 3.520 1.269 30.1% 0.210 5.0% 55% False False 8,560
40 4.820 3.520 1.300 30.8% 0.187 4.4% 54% False False 5,995
60 4.820 3.520 1.300 30.8% 0.187 4.4% 54% False False 4,891
80 5.350 3.520 1.830 43.3% 0.189 4.5% 38% False False 4,045
100 6.619 3.520 3.099 73.4% 0.192 4.5% 23% False False 3,408
120 7.153 3.520 3.633 86.0% 0.191 4.5% 19% False False 2,973
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.040
2.618 4.738
1.618 4.553
1.000 4.439
0.618 4.368
HIGH 4.254
0.618 4.183
0.500 4.162
0.382 4.140
LOW 4.069
0.618 3.955
1.000 3.884
1.618 3.770
2.618 3.585
4.250 3.283
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 4.202 4.267
PP 4.182 4.252
S1 4.162 4.237

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

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