NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	4.800	4.620	-0.180	-3.8%	4.726
High	4.887	4.765	-0.122	-2.5%	4.887
Low	4.590	4.598	0.008	0.2%	4.558
Close	4.605	4.760	0.155	3.4%	4.760
Range	0.297	0.167	-0.130	-43.8%	0.329
ATR	0.191	0.189	-0.002	-0.9%	0.000
Volume	6,633	6,693	60	0.9%	29,964

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.209	5.151	4.852
R3	5.042	4.984	4.806
R2	4.875	4.875	4.791
R1	4.817	4.817	4.775	4.846
PP	4.708	4.708	4.708	4.722
S1	4.650	4.650	4.745	4.679
S2	4.541	4.541	4.729
S3	4.374	4.483	4.714
S4	4.207	4.316	4.668

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.722	5.570	4.941
R3	5.393	5.241	4.850
R2	5.064	5.064	4.820
R1	4.912	4.912	4.790	4.988
PP	4.735	4.735	4.735	4.773
S1	4.583	4.583	4.730	4.659
S2	4.406	4.406	4.700
S3	4.077	4.254	4.670
S4	3.748	3.925	4.579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.887	4.558	0.329	6.9%	0.213	4.5%	61%	False	False	5,992
10	4.887	4.264	0.623	13.1%	0.204	4.3%	80%	False	False	5,752
20	5.069	4.264	0.805	16.9%	0.159	3.3%	62%	False	False	4,967
40	5.515	4.264	1.251	26.3%	0.181	3.8%	40%	False	False	4,502
60	5.523	4.264	1.259	26.4%	0.187	3.9%	39%	False	False	4,153
80	5.523	4.264	1.259	26.4%	0.167	3.5%	39%	False	False	3,398
100	5.523	4.264	1.259	26.4%	0.164	3.5%	39%	False	False	2,968
120	5.975	4.264	1.711	35.9%	0.163	3.4%	29%	False	False	2,634

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.475
2.618	5.202
1.618	5.035
1.000	4.932
0.618	4.868
HIGH	4.765
0.618	4.701
0.500	4.682
0.382	4.662
LOW	4.598
0.618	4.495
1.000	4.431
1.618	4.328
2.618	4.161
4.250	3.888

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	4.734	4.753
PP	4.708	4.746
S1	4.682	4.739

Download as Excel Spreadsheet

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

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