NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 4.025 4.000 -0.025 -0.6% 4.383
High 4.068 4.000 -0.068 -1.7% 4.437
Low 3.985 3.723 -0.262 -6.6% 3.985
Close 3.987 3.852 -0.135 -3.4% 3.987
Range 0.083 0.277 0.194 233.7% 0.452
ATR 0.197 0.203 0.006 2.9% 0.000
Volume 12,558 13,156 598 4.8% 54,981
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.689 4.548 4.004
R3 4.412 4.271 3.928
R2 4.135 4.135 3.903
R1 3.994 3.994 3.877 3.926
PP 3.858 3.858 3.858 3.825
S1 3.717 3.717 3.827 3.649
S2 3.581 3.581 3.801
S3 3.304 3.440 3.776
S4 3.027 3.163 3.700
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.492 5.192 4.236
R3 5.040 4.740 4.111
R2 4.588 4.588 4.070
R1 4.288 4.288 4.028 4.212
PP 4.136 4.136 4.136 4.099
S1 3.836 3.836 3.946 3.760
S2 3.684 3.684 3.904
S3 3.232 3.384 3.863
S4 2.780 2.932 3.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.372 3.723 0.649 16.8% 0.172 4.5% 20% False True 11,820
10 4.470 3.723 0.747 19.4% 0.164 4.3% 17% False True 11,454
20 4.933 3.723 1.210 31.4% 0.204 5.3% 11% False True 13,634
40 4.955 3.723 1.232 32.0% 0.224 5.8% 10% False True 12,917
60 4.955 3.723 1.232 32.0% 0.203 5.3% 10% False True 10,946
80 4.978 3.723 1.255 32.6% 0.199 5.2% 10% False True 9,864
100 5.260 3.723 1.537 39.9% 0.194 5.0% 8% False True 9,091
120 5.799 3.723 2.076 53.9% 0.196 5.1% 6% False True 8,315
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 0.034
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.177
2.618 4.725
1.618 4.448
1.000 4.277
0.618 4.171
HIGH 4.000
0.618 3.894
0.500 3.862
0.382 3.829
LOW 3.723
0.618 3.552
1.000 3.446
1.618 3.275
2.618 2.998
4.250 2.546
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 3.862 3.949
PP 3.858 3.917
S1 3.855 3.884

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

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