NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 3.367 3.288 -0.079 -2.3% 3.565
High 3.375 3.303 -0.072 -2.1% 3.643
Low 3.226 3.214 -0.012 -0.4% 3.210
Close 3.288 3.294 0.006 0.2% 3.225
Range 0.149 0.089 -0.060 -40.3% 0.433
ATR 0.194 0.187 -0.008 -3.9% 0.000
Volume 87,602 57,837 -29,765 -34.0% 373,408
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 3.537 3.505 3.343
R3 3.448 3.416 3.318
R2 3.359 3.359 3.310
R1 3.327 3.327 3.302 3.343
PP 3.270 3.270 3.270 3.279
S1 3.238 3.238 3.286 3.254
S2 3.181 3.181 3.278
S3 3.092 3.149 3.270
S4 3.003 3.060 3.245
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% 0.168 5.1% 35% False False 65,676
10 3.855 3.162 0.693 21.0% 0.159 4.8% 19% False False 76,119
20 4.421 3.162 1.259 38.2% 0.201 6.1% 10% False False 55,266
40 4.421 3.162 1.259 38.2% 0.196 5.9% 10% False False 36,007
60 4.933 3.162 1.771 53.8% 0.201 6.1% 7% False False 28,652
80 4.955 3.162 1.793 54.4% 0.213 6.5% 7% False False 24,362
100 4.955 3.162 1.793 54.4% 0.200 6.1% 7% False False 20,736
120 4.978 3.162 1.816 55.1% 0.197 6.0% 7% False False 18,405
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 3.681
2.618 3.536
1.618 3.447
1.000 3.392
0.618 3.358
HIGH 3.303
0.618 3.269
0.500 3.259
0.382 3.248
LOW 3.214
0.618 3.159
1.000 3.125
1.618 3.070
2.618 2.981
4.250 2.836
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 3.282 3.286
PP 3.270 3.278
S1 3.259 3.270

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

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