NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	4.235	4.307	0.072	1.7%	4.040
High	4.368	4.354	-0.014	-0.3%	4.055
Low	4.172	3.997	-0.175	-4.2%	3.699
Close	4.328	4.007	-0.321	-7.4%	3.909
Range	0.196	0.357	0.161	82.1%	0.356
ATR	0.228	0.237	0.009	4.1%	0.000
Volume	30,455	27,899	-2,556	-8.4%	80,101

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.190	4.956	4.203
R3	4.833	4.599	4.105
R2	4.476	4.476	4.072
R1	4.242	4.242	4.040	4.181
PP	4.119	4.119	4.119	4.089
S1	3.885	3.885	3.974	3.824
S2	3.762	3.762	3.942
S3	3.405	3.528	3.909
S4	3.048	3.171	3.811

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.956	4.788	4.105
R3	4.600	4.432	4.007
R2	4.244	4.244	3.974
R1	4.076	4.076	3.942	3.982
PP	3.888	3.888	3.888	3.841
S1	3.720	3.720	3.876	3.626
S2	3.532	3.532	3.844
S3	3.176	3.364	3.811
S4	2.820	3.008	3.713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.421	3.821	0.600	15.0%	0.298	7.4%	31%	False	False	29,973
10	4.421	3.699	0.722	18.0%	0.245	6.1%	43%	False	False	22,709
20	4.421	3.584	0.837	20.9%	0.233	5.8%	51%	False	False	20,560
40	4.933	3.584	1.349	33.7%	0.209	5.2%	31%	False	False	17,318
60	4.933	3.584	1.349	33.7%	0.221	5.5%	31%	False	False	15,702
80	4.955	3.584	1.371	34.2%	0.210	5.2%	31%	False	False	13,797
100	4.978	3.584	1.394	34.8%	0.206	5.1%	30%	False	False	12,328
120	4.978	3.584	1.394	34.8%	0.199	5.0%	30%	False	False	11,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.871
2.618	5.289
1.618	4.932
1.000	4.711
0.618	4.575
HIGH	4.354
0.618	4.218
0.500	4.176
0.382	4.133
LOW	3.997
0.618	3.776
1.000	3.640
1.618	3.419
2.618	3.062
4.250	2.480

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	4.176	4.183
PP	4.119	4.124
S1	4.063	4.066

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