NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 4.700 4.716 0.016 0.3% 4.726
High 4.725 4.744 0.019 0.4% 4.887
Low 4.648 4.546 -0.102 -2.2% 4.558
Close 4.700 4.618 -0.082 -1.7% 4.760
Range 0.077 0.198 0.121 157.1% 0.329
ATR 0.183 0.185 0.001 0.6% 0.000
Volume 5,033 5,089 56 1.1% 29,964
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.230 5.122 4.727
R3 5.032 4.924 4.672
R2 4.834 4.834 4.654
R1 4.726 4.726 4.636 4.681
PP 4.636 4.636 4.636 4.614
S1 4.528 4.528 4.600 4.483
S2 4.438 4.438 4.582
S3 4.240 4.330 4.564
S4 4.042 4.132 4.509
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 4.546 0.341 7.4% 0.196 4.2% 21% False True 5,796
10 4.887 4.314 0.573 12.4% 0.211 4.6% 53% False False 5,849
20 4.905 4.264 0.641 13.9% 0.158 3.4% 55% False False 5,222
40 5.515 4.264 1.251 27.1% 0.176 3.8% 28% False False 4,578
60 5.523 4.264 1.259 27.3% 0.185 4.0% 28% False False 4,210
80 5.523 4.264 1.259 27.3% 0.167 3.6% 28% False False 3,491
100 5.523 4.264 1.259 27.3% 0.163 3.5% 28% False False 3,048
120 5.975 4.264 1.711 37.1% 0.164 3.5% 21% False False 2,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.586
2.618 5.262
1.618 5.064
1.000 4.942
0.618 4.866
HIGH 4.744
0.618 4.668
0.500 4.645
0.382 4.622
LOW 4.546
0.618 4.424
1.000 4.348
1.618 4.226
2.618 4.028
4.250 3.705
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 4.645 4.656
PP 4.636 4.643
S1 4.627 4.631

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

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