NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	4.583	4.489	-0.094	-2.1%	4.726
High	4.594	4.711	0.117	2.5%	4.887
Low	4.404	4.461	0.057	1.3%	4.558
Close	4.494	4.703	0.209	4.7%	4.760
Range	0.190	0.250	0.060	31.6%	0.329
ATR	0.187	0.191	0.005	2.4%	0.000
Volume	5,365	6,823	1,458	27.2%	29,964

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.375	5.289	4.841
R3	5.125	5.039	4.772
R2	4.875	4.875	4.749
R1	4.789	4.789	4.726	4.832
PP	4.625	4.625	4.625	4.647
S1	4.539	4.539	4.680	4.582
S2	4.375	4.375	4.657
S3	4.125	4.289	4.634
S4	3.875	4.039	4.566

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	4.765	4.404	0.361	7.7%	0.176	3.8%	83%	False	False	5,800
10	4.887	4.404	0.483	10.3%	0.200	4.3%	62%	False	False	5,918
20	4.887	4.264	0.623	13.2%	0.167	3.6%	70%	False	False	5,481
40	5.515	4.264	1.251	26.6%	0.171	3.6%	35%	False	False	4,699
60	5.523	4.264	1.259	26.8%	0.187	4.0%	35%	False	False	4,341
80	5.523	4.264	1.259	26.8%	0.171	3.6%	35%	False	False	3,620
100	5.523	4.264	1.259	26.8%	0.166	3.5%	35%	False	False	3,157
120	5.969	4.264	1.705	36.3%	0.164	3.5%	26%	False	False	2,784

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.774
2.618	5.366
1.618	5.116
1.000	4.961
0.618	4.866
HIGH	4.711
0.618	4.616
0.500	4.586
0.382	4.557
LOW	4.461
0.618	4.307
1.000	4.211
1.618	4.057
2.618	3.807
4.250	3.399

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	4.664	4.660
PP	4.625	4.617
S1	4.586	4.574

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