NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 2.724 2.513 -0.211 -7.7% 3.003
High 2.739 2.758 0.019 0.7% 3.084
Low 2.500 2.409 -0.091 -3.6% 2.409
Close 2.508 2.728 0.220 8.8% 2.728
Range 0.239 0.349 0.110 46.0% 0.675
ATR 0.194 0.205 0.011 5.7% 0.000
Volume 112,886 127,150 14,264 12.6% 499,091
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 3.679 3.552 2.920
R3 3.330 3.203 2.824
R2 2.981 2.981 2.792
R1 2.854 2.854 2.760 2.918
PP 2.632 2.632 2.632 2.663
S1 2.505 2.505 2.696 2.569
S2 2.283 2.283 2.664
S3 1.934 2.156 2.632
S4 1.585 1.807 2.536
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 4.765 4.422 3.099
R3 4.090 3.747 2.914
R2 3.415 3.415 2.852
R1 3.072 3.072 2.790 2.906
PP 2.740 2.740 2.740 2.658
S1 2.397 2.397 2.666 2.231
S2 2.065 2.065 2.604
S3 1.390 1.722 2.542
S4 0.715 1.047 2.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.084 2.409 0.675 24.7% 0.231 8.5% 47% False True 99,818
10 3.377 2.409 0.968 35.5% 0.203 7.5% 33% False True 90,103
20 4.035 2.409 1.626 59.6% 0.184 6.7% 20% False True 79,223
40 4.421 2.409 2.012 73.8% 0.210 7.7% 16% False True 50,616
60 4.933 2.409 2.524 92.5% 0.200 7.3% 13% False True 38,271
80 4.933 2.409 2.524 92.5% 0.211 7.7% 13% False True 31,921
100 4.955 2.409 2.546 93.3% 0.206 7.5% 13% False True 27,251
120 4.978 2.409 2.569 94.2% 0.202 7.4% 12% False True 23,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.241
2.618 3.672
1.618 3.323
1.000 3.107
0.618 2.974
HIGH 2.758
0.618 2.625
0.500 2.584
0.382 2.542
LOW 2.409
0.618 2.193
1.000 2.060
1.618 1.844
2.618 1.495
4.250 0.926
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 2.680 2.703
PP 2.632 2.678
S1 2.584 2.654

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

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