NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 3.140 2.930 -0.210 -6.7% 3.184
High 3.169 2.993 -0.176 -5.6% 3.281
Low 2.928 2.776 -0.152 -5.2% 2.776
Close 2.945 2.804 -0.141 -4.8% 2.804
Range 0.241 0.217 -0.024 -10.0% 0.505
ATR 0.212 0.212 0.000 0.2% 0.000
Volume 83,508 115,828 32,320 38.7% 570,031
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 3.509 3.373 2.923
R3 3.292 3.156 2.864
R2 3.075 3.075 2.844
R1 2.939 2.939 2.824 2.899
PP 2.858 2.858 2.858 2.837
S1 2.722 2.722 2.784 2.682
S2 2.641 2.641 2.764
S3 2.424 2.505 2.744
S4 2.207 2.288 2.685
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.469 4.141 3.082
R3 3.964 3.636 2.943
R2 3.459 3.459 2.897
R1 3.131 3.131 2.850 3.043
PP 2.954 2.954 2.954 2.909
S1 2.626 2.626 2.758 2.538
S2 2.449 2.449 2.711
S3 1.944 2.121 2.665
S4 1.439 1.616 2.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.281 2.776 0.505 18.0% 0.182 6.5% 6% False True 114,006
10 3.768 2.776 0.992 35.4% 0.185 6.6% 3% False True 115,316
20 4.162 2.776 1.386 49.4% 0.220 7.8% 2% False True 102,757
40 4.229 2.776 1.453 51.8% 0.207 7.4% 2% False True 71,706
60 4.716 2.776 1.940 69.2% 0.221 7.9% 1% False True 54,105
80 4.830 2.776 2.054 73.3% 0.223 8.0% 1% False True 42,346
100 4.830 2.776 2.054 73.3% 0.204 7.3% 1% False True 34,390
120 4.860 2.776 2.084 74.3% 0.202 7.2% 1% False True 28,983
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.915
2.618 3.561
1.618 3.344
1.000 3.210
0.618 3.127
HIGH 2.993
0.618 2.910
0.500 2.885
0.382 2.859
LOW 2.776
0.618 2.642
1.000 2.559
1.618 2.425
2.618 2.208
4.250 1.854
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 2.885 2.981
PP 2.858 2.922
S1 2.831 2.863

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

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