NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 4.726 4.735 0.009 0.2% 4.349
High 4.760 4.751 -0.009 -0.2% 4.774
Low 4.558 4.592 0.034 0.7% 4.264
Close 4.694 4.716 0.022 0.5% 4.673
Range 0.202 0.159 -0.043 -21.3% 0.510
ATR 0.180 0.178 -0.001 -0.8% 0.000
Volume 5,599 5,505 -94 -1.7% 27,564
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.163 5.099 4.803
R3 5.004 4.940 4.760
R2 4.845 4.845 4.745
R1 4.781 4.781 4.731 4.734
PP 4.686 4.686 4.686 4.663
S1 4.622 4.622 4.701 4.575
S2 4.527 4.527 4.687
S3 4.368 4.463 4.672
S4 4.209 4.304 4.629
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.100 5.897 4.954
R3 5.590 5.387 4.813
R2 5.080 5.080 4.767
R1 4.877 4.877 4.720 4.979
PP 4.570 4.570 4.570 4.621
S1 4.367 4.367 4.626 4.469
S2 4.060 4.060 4.580
S3 3.550 3.857 4.533
S4 3.040 3.347 4.393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.774 4.314 0.460 9.8% 0.226 4.8% 87% False False 5,902
10 4.774 4.264 0.510 10.8% 0.154 3.3% 89% False False 5,566
20 5.089 4.264 0.825 17.5% 0.145 3.1% 55% False False 4,520
40 5.515 4.264 1.251 26.5% 0.182 3.8% 36% False False 4,371
60 5.523 4.264 1.259 26.7% 0.181 3.8% 36% False False 3,915
80 5.523 4.264 1.259 26.7% 0.162 3.4% 36% False False 3,219
100 5.523 4.264 1.259 26.7% 0.161 3.4% 36% False False 2,802
120 5.975 4.264 1.711 36.3% 0.162 3.4% 26% False False 2,509
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.427
2.618 5.167
1.618 5.008
1.000 4.910
0.618 4.849
HIGH 4.751
0.618 4.690
0.500 4.672
0.382 4.653
LOW 4.592
0.618 4.494
1.000 4.433
1.618 4.335
2.618 4.176
4.250 3.916
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 4.701 4.698
PP 4.686 4.680
S1 4.672 4.663

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

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