NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 3.440 3.482 0.042 1.2% 3.763
High 3.492 3.614 0.122 3.5% 3.763
Low 3.366 3.445 0.079 2.3% 3.454
Close 3.402 3.571 0.169 5.0% 3.494
Range 0.126 0.169 0.043 34.1% 0.309
ATR 0.181 0.183 0.002 1.2% 0.000
Volume 20,773 43,116 22,343 107.6% 135,017
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.050 3.980 3.664
R3 3.881 3.811 3.617
R2 3.712 3.712 3.602
R1 3.642 3.642 3.586 3.677
PP 3.543 3.543 3.543 3.561
S1 3.473 3.473 3.556 3.508
S2 3.374 3.374 3.540
S3 3.205 3.304 3.525
S4 3.036 3.135 3.478
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.497 4.305 3.664
R3 4.188 3.996 3.579
R2 3.879 3.879 3.551
R1 3.687 3.687 3.522 3.629
PP 3.570 3.570 3.570 3.541
S1 3.378 3.378 3.466 3.320
S2 3.261 3.261 3.437
S3 2.952 3.069 3.409
S4 2.643 2.760 3.324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.614 3.366 0.248 6.9% 0.121 3.4% 83% True False 29,519
10 4.040 3.366 0.674 18.9% 0.142 4.0% 30% False False 27,036
20 4.624 3.366 1.258 35.2% 0.168 4.7% 16% False False 21,849
40 4.716 3.366 1.350 37.8% 0.220 6.2% 15% False False 18,302
60 4.830 3.366 1.464 41.0% 0.205 5.7% 14% False False 14,063
80 4.858 3.366 1.492 41.8% 0.191 5.3% 14% False False 11,078
100 4.860 3.366 1.494 41.8% 0.191 5.3% 14% False False 9,234
120 5.392 3.366 2.026 56.7% 0.190 5.3% 10% False False 7,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.332
2.618 4.056
1.618 3.887
1.000 3.783
0.618 3.718
HIGH 3.614
0.618 3.549
0.500 3.530
0.382 3.510
LOW 3.445
0.618 3.341
1.000 3.276
1.618 3.172
2.618 3.003
4.250 2.727
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 3.557 3.544
PP 3.543 3.517
S1 3.530 3.490

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

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