NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 3.200 3.367 0.167 5.2% 3.565
High 3.377 3.375 -0.002 -0.1% 3.643
Low 3.162 3.226 0.064 2.0% 3.210
Close 3.337 3.288 -0.049 -1.5% 3.225
Range 0.215 0.149 -0.066 -30.7% 0.433
ATR 0.198 0.194 -0.003 -1.8% 0.000
Volume 66,860 87,602 20,742 31.0% 373,408
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 3.743 3.665 3.370
R3 3.594 3.516 3.329
R2 3.445 3.445 3.315
R1 3.367 3.367 3.302 3.332
PP 3.296 3.296 3.296 3.279
S1 3.218 3.218 3.274 3.183
S2 3.147 3.147 3.261
S3 2.998 3.069 3.247
S4 2.849 2.920 3.206
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.658 4.375 3.463
R3 4.225 3.942 3.344
R2 3.792 3.792 3.304
R1 3.509 3.509 3.265 3.434
PP 3.359 3.359 3.359 3.322
S1 3.076 3.076 3.185 3.001
S2 2.926 2.926 3.146
S3 2.493 2.643 3.106
S4 2.060 2.210 2.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.535 3.162 0.373 11.3% 0.173 5.3% 34% False False 67,330
10 3.866 3.162 0.704 21.4% 0.164 5.0% 18% False False 75,377
20 4.421 3.162 1.259 38.3% 0.208 6.3% 10% False False 53,094
40 4.421 3.162 1.259 38.3% 0.196 6.0% 10% False False 34,858
60 4.933 3.162 1.771 53.9% 0.206 6.3% 7% False False 27,920
80 4.955 3.162 1.793 54.5% 0.214 6.5% 7% False False 23,729
100 4.955 3.162 1.793 54.5% 0.201 6.1% 7% False False 20,218
120 4.978 3.162 1.816 55.2% 0.198 6.0% 7% False False 17,983
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.008
2.618 3.765
1.618 3.616
1.000 3.524
0.618 3.467
HIGH 3.375
0.618 3.318
0.500 3.301
0.382 3.283
LOW 3.226
0.618 3.134
1.000 3.077
1.618 2.985
2.618 2.836
4.250 2.593
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 3.301 3.282
PP 3.296 3.276
S1 3.292 3.270

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

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