NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 5.210 5.278 0.068 1.3% 5.320
High 5.373 5.297 -0.076 -1.4% 5.523
Low 5.159 5.160 0.001 0.0% 5.159
Close 5.334 5.170 -0.164 -3.1% 5.170
Range 0.214 0.137 -0.077 -36.0% 0.364
ATR 0.173 0.173 0.000 0.0% 0.000
Volume 4,942 3,748 -1,194 -24.2% 21,420
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.620 5.532 5.245
R3 5.483 5.395 5.208
R2 5.346 5.346 5.195
R1 5.258 5.258 5.183 5.234
PP 5.209 5.209 5.209 5.197
S1 5.121 5.121 5.157 5.097
S2 5.072 5.072 5.145
S3 4.935 4.984 5.132
S4 4.798 4.847 5.095
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 6.376 6.137 5.370
R3 6.012 5.773 5.270
R2 5.648 5.648 5.237
R1 5.409 5.409 5.203 5.347
PP 5.284 5.284 5.284 5.253
S1 5.045 5.045 5.137 4.983
S2 4.920 4.920 5.103
S3 4.556 4.681 5.070
S4 4.192 4.317 4.970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.523 5.159 0.364 7.0% 0.190 3.7% 3% False False 4,284
10 5.523 4.578 0.945 18.3% 0.203 3.9% 63% False False 3,658
20 5.523 4.434 1.089 21.1% 0.153 3.0% 68% False False 2,604
40 5.523 4.434 1.089 21.1% 0.143 2.8% 68% False False 1,937
60 5.523 4.434 1.089 21.1% 0.144 2.8% 68% False False 1,602
80 5.975 4.434 1.541 29.8% 0.151 2.9% 48% False False 1,458
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.879
2.618 5.656
1.618 5.519
1.000 5.434
0.618 5.382
HIGH 5.297
0.618 5.245
0.500 5.229
0.382 5.212
LOW 5.160
0.618 5.075
1.000 5.023
1.618 4.938
2.618 4.801
4.250 4.578
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 5.229 5.341
PP 5.209 5.284
S1 5.190 5.227

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

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