NYMEX Natural Gas Future September 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 3.839 3.817 -0.022 -0.6% 3.440
High 3.888 4.045 0.157 4.0% 3.926
Low 3.753 3.773 0.020 0.5% 3.366
Close 3.846 3.940 0.094 2.4% 3.816
Range 0.135 0.272 0.137 101.5% 0.560
ATR 0.206 0.211 0.005 2.3% 0.000
Volume 75,255 44,326 -30,929 -41.1% 270,743
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.735 4.610 4.090
R3 4.463 4.338 4.015
R2 4.191 4.191 3.990
R1 4.066 4.066 3.965 4.129
PP 3.919 3.919 3.919 3.951
S1 3.794 3.794 3.915 3.857
S2 3.647 3.647 3.890
S3 3.375 3.522 3.865
S4 3.103 3.250 3.790
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.383 5.159 4.124
R3 4.823 4.599 3.970
R2 4.263 4.263 3.919
R1 4.039 4.039 3.867 4.151
PP 3.703 3.703 3.703 3.759
S1 3.479 3.479 3.765 3.591
S2 3.143 3.143 3.713
S3 2.583 2.919 3.662
S4 2.023 2.359 3.508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.045 3.400 0.645 16.4% 0.266 6.7% 84% True False 66,552
10 4.045 3.366 0.679 17.2% 0.211 5.4% 85% True False 49,842
20 4.261 3.366 0.895 22.7% 0.187 4.8% 64% False False 35,871
40 4.716 3.366 1.350 34.3% 0.225 5.7% 43% False False 26,955
60 4.830 3.366 1.464 37.2% 0.221 5.6% 39% False False 20,152
80 4.830 3.366 1.464 37.2% 0.197 5.0% 39% False False 15,712
100 4.860 3.366 1.494 37.9% 0.196 5.0% 38% False False 12,950
120 5.392 3.366 2.026 51.4% 0.194 4.9% 28% False False 11,014
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 0.050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.201
2.618 4.757
1.618 4.485
1.000 4.317
0.618 4.213
HIGH 4.045
0.618 3.941
0.500 3.909
0.382 3.877
LOW 3.773
0.618 3.605
1.000 3.501
1.618 3.333
2.618 3.061
4.250 2.617
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 3.930 3.912
PP 3.919 3.883
S1 3.909 3.855

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

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