NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 3.652 3.828 0.176 4.8% 2.956
High 3.935 3.999 0.064 1.6% 3.900
Low 3.596 3.732 0.136 3.8% 2.911
Close 3.860 3.955 0.095 2.5% 3.778
Range 0.339 0.267 -0.072 -21.2% 0.989
ATR 0.302 0.299 -0.002 -0.8% 0.000
Volume 111,693 144,334 32,641 29.2% 989,984
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 4.696 4.593 4.102
R3 4.429 4.326 4.028
R2 4.162 4.162 4.004
R1 4.059 4.059 3.979 4.111
PP 3.895 3.895 3.895 3.921
S1 3.792 3.792 3.931 3.844
S2 3.628 3.628 3.906
S3 3.361 3.525 3.882
S4 3.094 3.258 3.808
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.497 6.126 4.322
R3 5.508 5.137 4.050
R2 4.519 4.519 3.959
R1 4.148 4.148 3.869 4.334
PP 3.530 3.530 3.530 3.622
S1 3.159 3.159 3.687 3.345
S2 2.541 2.541 3.597
S3 1.552 2.170 3.506
S4 0.563 1.181 3.234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.999 3.453 0.546 13.8% 0.297 7.5% 92% True False 139,121
10 3.999 2.911 1.088 27.5% 0.369 9.3% 96% True False 168,449
20 3.999 2.409 1.590 40.2% 0.316 8.0% 97% True False 137,852
40 4.421 2.409 2.012 50.9% 0.258 6.5% 77% False False 96,559
60 4.421 2.409 2.012 50.9% 0.236 6.0% 77% False False 69,956
80 4.933 2.409 2.524 63.8% 0.230 5.8% 61% False False 55,952
100 4.955 2.409 2.546 64.4% 0.234 5.9% 61% False False 47,060
120 4.955 2.409 2.546 64.4% 0.219 5.5% 61% False False 40,255
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.078
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.134
2.618 4.698
1.618 4.431
1.000 4.266
0.618 4.164
HIGH 3.999
0.618 3.897
0.500 3.866
0.382 3.834
LOW 3.732
0.618 3.567
1.000 3.465
1.618 3.300
2.618 3.033
4.250 2.597
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 3.925 3.887
PP 3.895 3.819
S1 3.866 3.751

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

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