NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 4.479 4.352 -0.127 -2.8% 4.626
High 4.531 4.665 0.134 3.0% 4.626
Low 4.314 4.334 0.020 0.5% 4.367
Close 4.344 4.666 0.322 7.4% 4.387
Range 0.217 0.331 0.114 52.5% 0.259
ATR 0.162 0.174 0.012 7.4% 0.000
Volume 5,968 5,526 -442 -7.4% 26,290
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.548 5.438 4.848
R3 5.217 5.107 4.757
R2 4.886 4.886 4.727
R1 4.776 4.776 4.696 4.831
PP 4.555 4.555 4.555 4.583
S1 4.445 4.445 4.636 4.500
S2 4.224 4.224 4.605
S3 3.893 4.114 4.575
S4 3.562 3.783 4.484
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 4.665 4.264 0.401 8.6% 0.156 3.3% 100% True False 5,272
10 4.760 4.264 0.496 10.6% 0.134 2.9% 81% False False 5,043
20 5.324 4.264 1.060 22.7% 0.142 3.1% 38% False False 4,126
40 5.515 4.264 1.251 26.8% 0.179 3.8% 32% False False 4,133
60 5.523 4.264 1.259 27.0% 0.176 3.8% 32% False False 3,668
80 5.523 4.264 1.259 27.0% 0.163 3.5% 32% False False 3,062
100 5.523 4.264 1.259 27.0% 0.161 3.4% 32% False False 2,646
120 5.975 4.264 1.711 36.7% 0.161 3.4% 23% False False 2,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 6.072
2.618 5.532
1.618 5.201
1.000 4.996
0.618 4.870
HIGH 4.665
0.618 4.539
0.500 4.500
0.382 4.460
LOW 4.334
0.618 4.129
1.000 4.003
1.618 3.798
2.618 3.467
4.250 2.927
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 4.611 4.607
PP 4.555 4.548
S1 4.500 4.490

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

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