NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 4.385 4.349 -0.036 -0.8% 4.626
High 4.397 4.349 -0.048 -1.1% 4.626
Low 4.367 4.264 -0.103 -2.4% 4.367
Close 4.387 4.289 -0.098 -2.2% 4.387
Range 0.030 0.085 0.055 183.3% 0.259
ATR 0.159 0.156 -0.003 -1.6% 0.000
Volume 5,710 2,962 -2,748 -48.1% 26,290
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.556 4.507 4.336
R3 4.471 4.422 4.312
R2 4.386 4.386 4.305
R1 4.337 4.337 4.297 4.319
PP 4.301 4.301 4.301 4.292
S1 4.252 4.252 4.281 4.234
S2 4.216 4.216 4.273
S3 4.131 4.167 4.266
S4 4.046 4.082 4.242
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.237 5.071 4.529
R3 4.978 4.812 4.458
R2 4.719 4.719 4.434
R1 4.553 4.553 4.411 4.507
PP 4.460 4.460 4.460 4.437
S1 4.294 4.294 4.363 4.248
S2 4.201 4.201 4.340
S3 3.942 4.035 4.316
S4 3.683 3.776 4.245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.593 4.264 0.329 7.7% 0.089 2.1% 8% False True 5,051
10 5.010 4.264 0.746 17.4% 0.111 2.6% 3% False True 4,189
20 5.515 4.264 1.251 29.2% 0.143 3.3% 2% False True 4,188
40 5.515 4.264 1.251 29.2% 0.177 4.1% 2% False True 3,858
60 5.523 4.264 1.259 29.4% 0.169 3.9% 2% False True 3,440
80 5.523 4.264 1.259 29.4% 0.160 3.7% 2% False True 2,898
100 5.523 4.264 1.259 29.4% 0.157 3.7% 2% False True 2,504
120 5.975 4.264 1.711 39.9% 0.159 3.7% 1% False True 2,258
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.710
2.618 4.572
1.618 4.487
1.000 4.434
0.618 4.402
HIGH 4.349
0.618 4.317
0.500 4.307
0.382 4.296
LOW 4.264
0.618 4.211
1.000 4.179
1.618 4.126
2.618 4.041
4.250 3.903
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 4.307 4.383
PP 4.301 4.352
S1 4.295 4.320

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

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