NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 3.944 4.040 0.096 2.4% 4.000
High 4.092 4.048 -0.044 -1.1% 4.255
Low 3.920 3.958 0.038 1.0% 3.891
Close 4.086 4.008 -0.078 -1.9% 4.086
Range 0.172 0.090 -0.082 -47.7% 0.364
ATR 0.209 0.204 -0.006 -2.8% 0.000
Volume 20,384 10,813 -9,571 -47.0% 88,875
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.275 4.231 4.058
R3 4.185 4.141 4.033
R2 4.095 4.095 4.025
R1 4.051 4.051 4.016 4.028
PP 4.005 4.005 4.005 3.993
S1 3.961 3.961 4.000 3.938
S2 3.915 3.915 3.992
S3 3.825 3.871 3.983
S4 3.735 3.781 3.959
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 3.920 0.335 8.4% 0.197 4.9% 26% False False 16,771
10 4.255 3.635 0.620 15.5% 0.225 5.6% 60% False False 18,833
20 4.372 3.584 0.788 19.7% 0.184 4.6% 54% False False 16,329
40 4.933 3.584 1.349 33.7% 0.204 5.1% 31% False False 15,295
60 4.955 3.584 1.371 34.2% 0.217 5.4% 31% False False 13,823
80 4.955 3.584 1.371 34.2% 0.198 4.9% 31% False False 11,889
100 4.978 3.584 1.394 34.8% 0.195 4.9% 30% False False 10,898
120 5.499 3.584 1.915 47.8% 0.195 4.9% 22% False False 10,031
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.431
2.618 4.284
1.618 4.194
1.000 4.138
0.618 4.104
HIGH 4.048
0.618 4.014
0.500 4.003
0.382 3.992
LOW 3.958
0.618 3.902
1.000 3.868
1.618 3.812
2.618 3.722
4.250 3.576
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 4.006 4.088
PP 4.005 4.061
S1 4.003 4.035

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

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