NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 4.150 3.944 -0.206 -5.0% 4.000
High 4.255 4.092 -0.163 -3.8% 4.255
Low 3.925 3.920 -0.005 -0.1% 3.891
Close 3.939 4.086 0.147 3.7% 4.086
Range 0.330 0.172 -0.158 -47.9% 0.364
ATR 0.212 0.209 -0.003 -1.4% 0.000
Volume 20,196 20,384 188 0.9% 88,875
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.549 4.489 4.181
R3 4.377 4.317 4.133
R2 4.205 4.205 4.118
R1 4.145 4.145 4.102 4.175
PP 4.033 4.033 4.033 4.048
S1 3.973 3.973 4.070 4.003
S2 3.861 3.861 4.054
S3 3.689 3.801 4.039
S4 3.517 3.629 3.991
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.169 4.992 4.286
R3 4.805 4.628 4.186
R2 4.441 4.441 4.153
R1 4.264 4.264 4.119 4.353
PP 4.077 4.077 4.077 4.122
S1 3.900 3.900 4.053 3.989
S2 3.713 3.713 4.019
S3 3.349 3.536 3.986
S4 2.985 3.172 3.886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.255 3.891 0.364 8.9% 0.225 5.5% 54% False False 17,775
10 4.255 3.584 0.671 16.4% 0.227 5.6% 75% False False 19,056
20 4.437 3.584 0.853 20.9% 0.186 4.6% 59% False False 16,240
40 4.933 3.584 1.349 33.0% 0.211 5.2% 37% False False 15,310
60 4.955 3.584 1.371 33.6% 0.218 5.3% 37% False False 13,788
80 4.955 3.584 1.371 33.6% 0.199 4.9% 37% False False 11,849
100 4.978 3.584 1.394 34.1% 0.197 4.8% 36% False False 10,896
120 5.499 3.584 1.915 46.9% 0.196 4.8% 26% False False 9,988
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.823
2.618 4.542
1.618 4.370
1.000 4.264
0.618 4.198
HIGH 4.092
0.618 4.026
0.500 4.006
0.382 3.986
LOW 3.920
0.618 3.814
1.000 3.748
1.618 3.642
2.618 3.470
4.250 3.189
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 4.059 4.088
PP 4.033 4.087
S1 4.006 4.087

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

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