NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 3.616 3.700 0.084 2.3% 3.337
High 3.785 3.774 -0.011 -0.3% 3.785
Low 3.544 3.516 -0.028 -0.8% 3.225
Close 3.669 3.689 0.020 0.5% 3.669
Range 0.241 0.258 0.017 7.1% 0.560
ATR 0.218 0.221 0.003 1.3% 0.000
Volume 167,361 114,831 -52,530 -31.4% 544,696
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.434 4.319 3.831
R3 4.176 4.061 3.760
R2 3.918 3.918 3.736
R1 3.803 3.803 3.713 3.732
PP 3.660 3.660 3.660 3.624
S1 3.545 3.545 3.665 3.474
S2 3.402 3.402 3.642
S3 3.144 3.287 3.618
S4 2.886 3.029 3.547
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.240 5.014 3.977
R3 4.680 4.454 3.823
R2 4.120 4.120 3.772
R1 3.894 3.894 3.720 4.007
PP 3.560 3.560 3.560 3.616
S1 3.334 3.334 3.618 3.447
S2 3.000 3.000 3.566
S3 2.440 2.774 3.515
S4 1.880 2.214 3.361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.785 3.250 0.535 14.5% 0.273 7.4% 82% False False 122,556
10 3.785 3.225 0.560 15.2% 0.195 5.3% 83% False False 100,942
20 4.245 3.225 1.020 27.6% 0.196 5.3% 45% False False 86,307
40 4.574 3.225 1.349 36.6% 0.230 6.2% 34% False False 61,438
60 4.789 3.225 1.564 42.4% 0.228 6.2% 30% False False 43,852
80 4.805 3.225 1.580 42.8% 0.212 5.7% 29% False False 33,778
100 4.820 3.225 1.595 43.2% 0.207 5.6% 29% False False 27,564
120 5.350 3.225 2.125 57.6% 0.205 5.6% 22% False False 23,228
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 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.871
2.618 4.449
1.618 4.191
1.000 4.032
0.618 3.933
HIGH 3.774
0.618 3.675
0.500 3.645
0.382 3.615
LOW 3.516
0.618 3.357
1.000 3.258
1.618 3.099
2.618 2.841
4.250 2.420
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 3.674 3.632
PP 3.660 3.575
S1 3.645 3.518

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

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