NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 4.160 4.134 -0.026 -0.6% 4.195
High 4.165 4.141 -0.024 -0.6% 4.400
Low 4.072 4.097 0.025 0.6% 4.131
Close 4.125 4.131 0.006 0.1% 4.346
Range 0.093 0.044 -0.049 -52.7% 0.269
ATR 0.173 0.164 -0.009 -5.3% 0.000
Volume 4,707 6,628 1,921 40.8% 30,032
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.255 4.237 4.155
R3 4.211 4.193 4.143
R2 4.167 4.167 4.139
R1 4.149 4.149 4.135 4.136
PP 4.123 4.123 4.123 4.117
S1 4.105 4.105 4.127 4.092
S2 4.079 4.079 4.123
S3 4.035 4.061 4.119
S4 3.991 4.017 4.107
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.099 4.992 4.494
R3 4.830 4.723 4.420
R2 4.561 4.561 4.395
R1 4.454 4.454 4.371 4.508
PP 4.292 4.292 4.292 4.319
S1 4.185 4.185 4.321 4.239
S2 4.023 4.023 4.297
S3 3.754 3.916 4.272
S4 3.485 3.647 4.198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.400 4.072 0.328 7.9% 0.127 3.1% 18% False False 6,211
10 4.410 4.072 0.338 8.2% 0.139 3.4% 17% False False 5,833
20 4.965 4.072 0.893 21.6% 0.160 3.9% 7% False False 6,239
40 4.978 4.072 0.906 21.9% 0.175 4.2% 7% False False 6,477
60 5.499 4.072 1.427 34.5% 0.181 4.4% 4% False False 5,985
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 4.328
2.618 4.256
1.618 4.212
1.000 4.185
0.618 4.168
HIGH 4.141
0.618 4.124
0.500 4.119
0.382 4.114
LOW 4.097
0.618 4.070
1.000 4.053
1.618 4.026
2.618 3.982
4.250 3.910
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 4.127 4.189
PP 4.123 4.170
S1 4.119 4.150

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

View Archives - Comment on this page... - Back to Index of Symbols