NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 3.935 3.829 -0.106 -2.7% 3.886
High 4.012 3.866 -0.146 -3.6% 4.421
Low 3.797 3.721 -0.076 -2.0% 3.853
Close 3.812 3.767 -0.045 -1.2% 3.939
Range 0.215 0.145 -0.070 -32.6% 0.568
ATR 0.225 0.220 -0.006 -2.5% 0.000
Volume 41,125 50,410 9,285 22.6% 169,527
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.220 4.138 3.847
R3 4.075 3.993 3.807
R2 3.930 3.930 3.794
R1 3.848 3.848 3.780 3.817
PP 3.785 3.785 3.785 3.769
S1 3.703 3.703 3.754 3.672
S2 3.640 3.640 3.740
S3 3.495 3.558 3.727
S4 3.350 3.413 3.687
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.775 5.425 4.251
R3 5.207 4.857 4.095
R2 4.639 4.639 4.043
R1 4.289 4.289 3.991 4.464
PP 4.071 4.071 4.071 4.159
S1 3.721 3.721 3.887 3.896
S2 3.503 3.503 3.835
S3 2.935 3.153 3.783
S4 2.367 2.585 3.627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.354 3.721 0.633 16.8% 0.207 5.5% 7% False True 41,071
10 4.421 3.721 0.700 18.6% 0.243 6.5% 7% False True 34,412
20 4.421 3.643 0.778 20.7% 0.235 6.2% 16% False False 26,267
40 4.821 3.584 1.237 32.8% 0.200 5.3% 15% False False 19,942
60 4.933 3.584 1.349 35.8% 0.218 5.8% 14% False False 17,866
80 4.955 3.584 1.371 36.4% 0.211 5.6% 13% False False 15,710
100 4.978 3.584 1.394 37.0% 0.202 5.4% 13% False False 13,801
120 4.978 3.584 1.394 37.0% 0.200 5.3% 13% False False 12,608
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 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.482
2.618 4.246
1.618 4.101
1.000 4.011
0.618 3.956
HIGH 3.866
0.618 3.811
0.500 3.794
0.382 3.776
LOW 3.721
0.618 3.631
1.000 3.576
1.618 3.486
2.618 3.341
4.250 3.105
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 3.794 3.878
PP 3.785 3.841
S1 3.776 3.804

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

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