NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 3.955 3.703 -0.252 -6.4% 3.819
High 4.044 3.870 -0.174 -4.3% 4.045
Low 3.688 3.690 0.002 0.1% 3.665
Close 3.710 3.861 0.151 4.1% 3.861
Range 0.356 0.180 -0.176 -49.4% 0.380
ATR 0.221 0.218 -0.003 -1.3% 0.000
Volume 51,617 78,370 26,753 51.8% 303,952
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.347 4.284 3.960
R3 4.167 4.104 3.911
R2 3.987 3.987 3.894
R1 3.924 3.924 3.878 3.956
PP 3.807 3.807 3.807 3.823
S1 3.744 3.744 3.845 3.776
S2 3.627 3.627 3.828
S3 3.447 3.564 3.812
S4 3.267 3.384 3.762
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.997 4.809 4.070
R3 4.617 4.429 3.966
R2 4.237 4.237 3.931
R1 4.049 4.049 3.896 4.143
PP 3.857 3.857 3.857 3.904
S1 3.669 3.669 3.826 3.763
S2 3.477 3.477 3.791
S3 3.097 3.289 3.757
S4 2.717 2.909 3.652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.045 3.665 0.380 9.8% 0.241 6.2% 52% False False 60,790
10 4.045 3.366 0.679 17.6% 0.242 6.3% 73% False False 57,469
20 4.229 3.366 0.863 22.4% 0.194 5.0% 57% False False 40,655
40 4.716 3.366 1.350 35.0% 0.221 5.7% 37% False False 29,779
60 4.830 3.366 1.464 37.9% 0.225 5.8% 34% False False 22,210
80 4.830 3.366 1.464 37.9% 0.200 5.2% 34% False False 17,299
100 4.860 3.366 1.494 38.7% 0.198 5.1% 33% False False 14,228
120 5.392 3.366 2.026 52.5% 0.194 5.0% 24% False False 12,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.635
2.618 4.341
1.618 4.161
1.000 4.050
0.618 3.981
HIGH 3.870
0.618 3.801
0.500 3.780
0.382 3.759
LOW 3.690
0.618 3.579
1.000 3.510
1.618 3.399
2.618 3.219
4.250 2.925
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 3.834 3.867
PP 3.807 3.865
S1 3.780 3.863

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

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