NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 4.572 4.455 -0.117 -2.6% 5.069
High 4.593 4.455 -0.138 -3.0% 5.069
Low 4.440 4.381 -0.059 -1.3% 4.685
Close 4.482 4.397 -0.085 -1.9% 4.707
Range 0.153 0.074 -0.079 -51.6% 0.384
ATR 0.177 0.171 -0.005 -3.1% 0.000
Volume 5,299 4,950 -349 -6.6% 15,525
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.633 4.589 4.438
R3 4.559 4.515 4.417
R2 4.485 4.485 4.411
R1 4.441 4.441 4.404 4.426
PP 4.411 4.411 4.411 4.404
S1 4.367 4.367 4.390 4.352
S2 4.337 4.337 4.383
S3 4.263 4.293 4.377
S4 4.189 4.219 4.356
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.972 5.724 4.918
R3 5.588 5.340 4.813
R2 5.204 5.204 4.777
R1 4.956 4.956 4.742 4.888
PP 4.820 4.820 4.820 4.787
S1 4.572 4.572 4.672 4.504
S2 4.436 4.436 4.637
S3 4.052 4.188 4.601
S4 3.668 3.804 4.496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.837 4.381 0.456 10.4% 0.122 2.8% 4% False True 4,247
10 5.089 4.381 0.708 16.1% 0.130 3.0% 2% False True 3,669
20 5.515 4.381 1.134 25.8% 0.168 3.8% 1% False True 4,140
40 5.523 4.381 1.142 26.0% 0.186 4.2% 1% False True 3,845
60 5.523 4.381 1.142 26.0% 0.171 3.9% 1% False True 3,243
80 5.523 4.381 1.142 26.0% 0.164 3.7% 1% False True 2,742
100 5.550 4.381 1.169 26.6% 0.160 3.6% 1% False True 2,378
120 6.066 4.381 1.685 38.3% 0.161 3.7% 1% False True 2,152
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 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.770
2.618 4.649
1.618 4.575
1.000 4.529
0.618 4.501
HIGH 4.455
0.618 4.427
0.500 4.418
0.382 4.409
LOW 4.381
0.618 4.335
1.000 4.307
1.618 4.261
2.618 4.187
4.250 4.067
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 4.418 4.504
PP 4.411 4.468
S1 4.404 4.433

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

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