NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 3.482 3.615 0.133 3.8% 3.763
High 3.614 3.667 0.053 1.5% 3.763
Low 3.445 3.404 -0.041 -1.2% 3.454
Close 3.571 3.433 -0.138 -3.9% 3.494
Range 0.169 0.263 0.094 55.6% 0.309
ATR 0.183 0.189 0.006 3.1% 0.000
Volume 43,116 48,055 4,939 11.5% 135,017
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.290 4.125 3.578
R3 4.027 3.862 3.505
R2 3.764 3.764 3.481
R1 3.599 3.599 3.457 3.550
PP 3.501 3.501 3.501 3.477
S1 3.336 3.336 3.409 3.287
S2 3.238 3.238 3.385
S3 2.975 3.073 3.361
S4 2.712 2.810 3.288
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 3.667 3.366 0.301 8.8% 0.156 4.5% 22% True False 33,131
10 3.940 3.366 0.574 16.7% 0.155 4.5% 12% False False 29,269
20 4.624 3.366 1.258 36.6% 0.170 5.0% 5% False False 23,093
40 4.716 3.366 1.350 39.3% 0.219 6.4% 5% False False 19,400
60 4.830 3.366 1.464 42.6% 0.208 6.1% 5% False False 14,823
80 4.858 3.366 1.492 43.5% 0.193 5.6% 4% False False 11,654
100 4.860 3.366 1.494 43.5% 0.192 5.6% 4% False False 9,703
120 5.392 3.366 2.026 59.0% 0.190 5.5% 3% False False 8,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.785
2.618 4.356
1.618 4.093
1.000 3.930
0.618 3.830
HIGH 3.667
0.618 3.567
0.500 3.536
0.382 3.504
LOW 3.404
0.618 3.241
1.000 3.141
1.618 2.978
2.618 2.715
4.250 2.286
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 3.536 3.517
PP 3.501 3.489
S1 3.467 3.461

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

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