NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	3.956	4.000	0.044	1.1%	3.662
High	4.136	4.121	-0.015	-0.4%	4.136
Low	3.902	3.891	-0.011	-0.3%	3.584
Close	4.028	4.045	0.017	0.4%	4.028
Range	0.234	0.230	-0.004	-1.7%	0.552
ATR	0.202	0.204	0.002	1.0%	0.000
Volume	31,997	15,831	-16,166	-50.5%	101,685

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.709	4.607	4.172
R3	4.479	4.377	4.108
R2	4.249	4.249	4.087
R1	4.147	4.147	4.066	4.198
PP	4.019	4.019	4.019	4.045
S1	3.917	3.917	4.024	3.968
S2	3.789	3.789	4.003
S3	3.559	3.687	3.982
S4	3.329	3.457	3.919

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.572	5.352	4.332
R3	5.020	4.800	4.180
R2	4.468	4.468	4.129
R1	4.248	4.248	4.079	4.358
PP	3.916	3.916	3.916	3.971
S1	3.696	3.696	3.977	3.806
S2	3.364	3.364	3.927
S3	2.812	3.144	3.876
S4	2.260	2.592	3.724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.136	3.635	0.501	12.4%	0.252	6.2%	82%	False	False	20,895
10	4.136	3.584	0.552	13.6%	0.184	4.6%	84%	False	False	18,363
20	4.470	3.584	0.886	21.9%	0.174	4.3%	52%	False	False	14,908
40	4.933	3.584	1.349	33.3%	0.213	5.3%	34%	False	False	14,657
60	4.955	3.584	1.371	33.9%	0.212	5.2%	34%	False	False	12,989
80	4.955	3.584	1.371	33.9%	0.196	4.8%	34%	False	False	11,311
100	4.978	3.584	1.394	34.5%	0.197	4.9%	33%	False	False	10,421
120	5.499	3.584	1.915	47.3%	0.196	4.9%	24%	False	False	9,531

Crabel Price Patterns
NR	True
NR4	True
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	0.043
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.099
2.618	4.723
1.618	4.493
1.000	4.351
0.618	4.263
HIGH	4.121
0.618	4.033
0.500	4.006
0.382	3.979
LOW	3.891
0.618	3.749
1.000	3.661
1.618	3.519
2.618	3.289
4.250	2.914

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	4.032	3.993
PP	4.019	3.941
S1	4.006	3.890

Download as Excel Spreadsheet

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

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