NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 4.455 4.420 -0.035 -0.8% 5.069
High 4.455 4.502 0.047 1.1% 5.069
Low 4.381 4.400 0.019 0.4% 4.685
Close 4.397 4.426 0.029 0.7% 4.707
Range 0.074 0.102 0.028 37.8% 0.384
ATR 0.171 0.166 -0.005 -2.8% 0.000
Volume 4,950 6,338 1,388 28.0% 15,525
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.749 4.689 4.482
R3 4.647 4.587 4.454
R2 4.545 4.545 4.445
R1 4.485 4.485 4.435 4.515
PP 4.443 4.443 4.443 4.458
S1 4.383 4.383 4.417 4.413
S2 4.341 4.341 4.407
S3 4.239 4.281 4.398
S4 4.137 4.179 4.370
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 4.760 4.381 0.379 8.6% 0.112 2.5% 12% False False 4,815
10 5.089 4.381 0.708 16.0% 0.129 2.9% 6% False False 3,928
20 5.515 4.381 1.134 25.6% 0.158 3.6% 4% False False 4,264
40 5.515 4.381 1.134 25.6% 0.183 4.1% 4% False False 3,858
60 5.523 4.381 1.142 25.8% 0.172 3.9% 4% False False 3,332
80 5.523 4.381 1.142 25.8% 0.165 3.7% 4% False False 2,810
100 5.523 4.381 1.142 25.8% 0.159 3.6% 4% False False 2,437
120 5.985 4.381 1.604 36.2% 0.161 3.6% 3% False False 2,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.936
2.618 4.769
1.618 4.667
1.000 4.604
0.618 4.565
HIGH 4.502
0.618 4.463
0.500 4.451
0.382 4.439
LOW 4.400
0.618 4.337
1.000 4.298
1.618 4.235
2.618 4.133
4.250 3.967
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 4.451 4.487
PP 4.443 4.467
S1 4.434 4.446

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

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