NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 2.827 2.724 -0.103 -3.6% 3.200
High 2.898 2.739 -0.159 -5.5% 3.377
Low 2.709 2.500 -0.209 -7.7% 3.017
Close 2.715 2.508 -0.207 -7.6% 3.033
Range 0.189 0.239 0.050 26.5% 0.360
ATR 0.190 0.194 0.003 1.8% 0.000
Volume 98,952 112,886 13,934 14.1% 401,941
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 3.299 3.143 2.639
R3 3.060 2.904 2.574
R2 2.821 2.821 2.552
R1 2.665 2.665 2.530 2.624
PP 2.582 2.582 2.582 2.562
S1 2.426 2.426 2.486 2.385
S2 2.343 2.343 2.464
S3 2.104 2.187 2.442
S4 1.865 1.948 2.377
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 3.220 2.500 0.720 28.7% 0.202 8.0% 1% False True 98,003
10 3.377 2.500 0.877 35.0% 0.185 7.4% 1% False True 84,531
20 4.107 2.500 1.607 64.1% 0.175 7.0% 0% False True 75,011
40 4.421 2.500 1.921 76.6% 0.204 8.1% 0% False True 47,786
60 4.933 2.500 2.433 97.0% 0.197 7.9% 0% False True 36,549
80 4.933 2.500 2.433 97.0% 0.210 8.4% 0% False True 30,529
100 4.955 2.500 2.455 97.9% 0.203 8.1% 0% False True 26,040
120 4.978 2.500 2.478 98.8% 0.201 8.0% 0% False True 22,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 3.755
2.618 3.365
1.618 3.126
1.000 2.978
0.618 2.887
HIGH 2.739
0.618 2.648
0.500 2.620
0.382 2.591
LOW 2.500
0.618 2.352
1.000 2.261
1.618 2.113
2.618 1.874
4.250 1.484
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 2.620 2.759
PP 2.582 2.675
S1 2.545 2.592

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

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