NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 3.676 3.681 0.005 0.1% 3.337
High 3.745 3.904 0.159 4.2% 3.785
Low 3.606 3.630 0.024 0.7% 3.225
Close 3.705 3.793 0.088 2.4% 3.669
Range 0.139 0.274 0.135 97.1% 0.560
ATR 0.215 0.220 0.004 1.9% 0.000
Volume 105,496 72,040 -33,456 -31.7% 544,696
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.598 4.469 3.944
R3 4.324 4.195 3.868
R2 4.050 4.050 3.843
R1 3.921 3.921 3.818 3.986
PP 3.776 3.776 3.776 3.808
S1 3.647 3.647 3.768 3.712
S2 3.502 3.502 3.743
S3 3.228 3.373 3.718
S4 2.954 3.099 3.642
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 3.904 3.250 0.654 17.2% 0.268 7.1% 83% True False 121,366
10 3.904 3.225 0.679 17.9% 0.214 5.6% 84% True False 98,752
20 4.138 3.225 0.913 24.1% 0.195 5.1% 62% False False 90,511
40 4.574 3.225 1.349 35.6% 0.232 6.1% 42% False False 65,272
60 4.789 3.225 1.564 41.2% 0.230 6.1% 36% False False 46,666
80 4.789 3.225 1.564 41.2% 0.208 5.5% 36% False False 35,926
100 4.820 3.225 1.595 42.1% 0.206 5.4% 36% False False 29,304
120 5.350 3.225 2.125 56.0% 0.205 5.4% 27% False False 24,681
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 0.049
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.069
2.618 4.621
1.618 4.347
1.000 4.178
0.618 4.073
HIGH 3.904
0.618 3.799
0.500 3.767
0.382 3.735
LOW 3.630
0.618 3.461
1.000 3.356
1.618 3.187
2.618 2.913
4.250 2.466
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 3.784 3.765
PP 3.776 3.738
S1 3.767 3.710

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

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