NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 3.003 2.984 -0.019 -0.6% 3.200
High 3.084 3.017 -0.067 -2.2% 3.377
Low 2.914 2.810 -0.104 -3.6% 3.017
Close 2.977 2.821 -0.156 -5.2% 3.033
Range 0.170 0.207 0.037 21.8% 0.360
ATR 0.189 0.190 0.001 0.7% 0.000
Volume 86,559 73,544 -13,015 -15.0% 401,941
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 3.504 3.369 2.935
R3 3.297 3.162 2.878
R2 3.090 3.090 2.859
R1 2.955 2.955 2.840 2.919
PP 2.883 2.883 2.883 2.865
S1 2.748 2.748 2.802 2.712
S2 2.676 2.676 2.783
S3 2.469 2.541 2.764
S4 2.262 2.334 2.707
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.222 3.988 3.231
R3 3.862 3.628 3.132
R2 3.502 3.502 3.099
R1 3.268 3.268 3.066 3.205
PP 3.142 3.142 3.142 3.111
S1 2.908 2.908 3.000 2.845
S2 2.782 2.782 2.967
S3 2.422 2.548 2.934
S4 2.062 2.188 2.835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.310 2.810 0.500 17.7% 0.179 6.3% 2% False True 81,516
10 3.535 2.810 0.725 25.7% 0.176 6.2% 2% False True 74,423
20 4.368 2.810 1.558 55.2% 0.181 6.4% 1% False True 67,337
40 4.421 2.810 1.611 57.1% 0.198 7.0% 1% False True 43,381
60 4.933 2.810 2.123 75.3% 0.200 7.1% 1% False True 33,453
80 4.955 2.810 2.145 76.0% 0.212 7.5% 1% False True 28,221
100 4.955 2.810 2.145 76.0% 0.201 7.1% 1% False True 24,029
120 4.978 2.810 2.168 76.9% 0.199 7.1% 1% False True 21,114
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 0.036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.897
2.618 3.559
1.618 3.352
1.000 3.224
0.618 3.145
HIGH 3.017
0.618 2.938
0.500 2.914
0.382 2.889
LOW 2.810
0.618 2.682
1.000 2.603
1.618 2.475
2.618 2.268
4.250 1.930
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 2.914 3.015
PP 2.883 2.950
S1 2.852 2.886

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

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