NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 5.407 5.522 0.115 2.1% 4.615
High 5.500 5.523 0.023 0.4% 5.401
Low 5.268 5.272 0.004 0.1% 4.578
Close 5.442 5.343 -0.099 -1.8% 5.377
Range 0.232 0.251 0.019 8.2% 0.823
ATR 0.164 0.170 0.006 3.8% 0.000
Volume 4,234 5,822 1,588 37.5% 15,166
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 6.132 5.989 5.481
R3 5.881 5.738 5.412
R2 5.630 5.630 5.389
R1 5.487 5.487 5.366 5.433
PP 5.379 5.379 5.379 5.353
S1 5.236 5.236 5.320 5.182
S2 5.128 5.128 5.297
S3 4.877 4.985 5.274
S4 4.626 4.734 5.205
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 7.588 7.305 5.830
R3 6.765 6.482 5.603
R2 5.942 5.942 5.528
R1 5.659 5.659 5.452 5.801
PP 5.119 5.119 5.119 5.189
S1 4.836 4.836 5.302 4.978
S2 4.296 4.296 5.226
S3 3.473 4.013 5.151
S4 2.650 3.190 4.924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.523 4.958 0.565 10.6% 0.224 4.2% 68% True False 4,117
10 5.523 4.434 1.089 20.4% 0.194 3.6% 83% True False 3,317
20 5.523 4.434 1.089 20.4% 0.149 2.8% 83% True False 2,278
40 5.523 4.434 1.089 20.4% 0.147 2.7% 83% True False 1,762
60 5.523 4.434 1.089 20.4% 0.143 2.7% 83% True False 1,490
80 5.985 4.434 1.551 29.0% 0.150 2.8% 59% False False 1,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.590
2.618 6.180
1.618 5.929
1.000 5.774
0.618 5.678
HIGH 5.523
0.618 5.427
0.500 5.398
0.382 5.368
LOW 5.272
0.618 5.117
1.000 5.021
1.618 4.866
2.618 4.615
4.250 4.205
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 5.398 5.396
PP 5.379 5.378
S1 5.361 5.361

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

View Archives - Comment on this page... - Back to Index of Symbols