NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 4.406 4.466 0.060 1.4% 4.700
High 4.489 4.466 -0.023 -0.5% 4.955
Low 4.307 4.092 -0.215 -5.0% 4.546
Close 4.463 4.109 -0.354 -7.9% 4.558
Range 0.182 0.374 0.192 105.5% 0.409
ATR 0.204 0.216 0.012 6.0% 0.000
Volume 10,509 6,308 -4,201 -40.0% 68,311
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 5.344 5.101 4.315
R3 4.970 4.727 4.212
R2 4.596 4.596 4.178
R1 4.353 4.353 4.143 4.288
PP 4.222 4.222 4.222 4.190
S1 3.979 3.979 4.075 3.914
S2 3.848 3.848 4.040
S3 3.474 3.605 4.006
S4 3.100 3.231 3.903
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.913 5.645 4.783
R3 5.504 5.236 4.670
R2 5.095 5.095 4.633
R1 4.827 4.827 4.595 4.757
PP 4.686 4.686 4.686 4.651
S1 4.418 4.418 4.521 4.348
S2 4.277 4.277 4.483
S3 3.868 4.009 4.446
S4 3.459 3.600 4.333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.721 4.092 0.629 15.3% 0.248 6.0% 3% False True 9,725
10 4.955 4.092 0.863 21.0% 0.240 5.8% 2% False True 11,606
20 4.955 3.754 1.201 29.2% 0.211 5.1% 30% False False 9,445
40 4.965 3.754 1.211 29.5% 0.186 4.5% 29% False False 7,858
60 4.978 3.754 1.224 29.8% 0.186 4.5% 29% False False 7,500
80 5.499 3.754 1.745 42.5% 0.189 4.6% 20% False False 6,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 6.056
2.618 5.445
1.618 5.071
1.000 4.840
0.618 4.697
HIGH 4.466
0.618 4.323
0.500 4.279
0.382 4.235
LOW 4.092
0.618 3.861
1.000 3.718
1.618 3.487
2.618 3.113
4.250 2.503
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 4.279 4.376
PP 4.222 4.287
S1 4.166 4.198

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

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