NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 3.844 3.802 -0.042 -1.1% 3.819
High 3.844 3.835 -0.009 -0.2% 4.045
Low 3.721 3.608 -0.113 -3.0% 3.665
Close 3.768 3.687 -0.081 -2.1% 3.861
Range 0.123 0.227 0.104 84.6% 0.380
ATR 0.213 0.214 0.001 0.5% 0.000
Volume 57,940 49,776 -8,164 -14.1% 303,952
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.391 4.266 3.812
R3 4.164 4.039 3.749
R2 3.937 3.937 3.729
R1 3.812 3.812 3.708 3.761
PP 3.710 3.710 3.710 3.685
S1 3.585 3.585 3.666 3.534
S2 3.483 3.483 3.645
S3 3.256 3.358 3.625
S4 3.029 3.131 3.562
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 3.608 0.437 11.9% 0.232 6.3% 18% False True 56,405
10 4.045 3.400 0.645 17.5% 0.248 6.7% 44% False False 61,852
20 4.045 3.366 0.679 18.4% 0.195 5.3% 47% False False 44,444
40 4.716 3.366 1.350 36.6% 0.215 5.8% 24% False False 31,948
60 4.830 3.366 1.464 39.7% 0.223 6.0% 22% False False 23,869
80 4.830 3.366 1.464 39.7% 0.201 5.5% 22% False False 18,603
100 4.860 3.366 1.494 40.5% 0.197 5.3% 21% False False 15,257
120 5.392 3.366 2.026 54.9% 0.195 5.3% 16% False False 12,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.800
2.618 4.429
1.618 4.202
1.000 4.062
0.618 3.975
HIGH 3.835
0.618 3.748
0.500 3.722
0.382 3.695
LOW 3.608
0.618 3.468
1.000 3.381
1.618 3.241
2.618 3.014
4.250 2.643
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 3.722 3.739
PP 3.710 3.722
S1 3.699 3.704

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

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