NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 5.048 4.785 -0.263 -5.2% 4.623
High 5.081 4.871 -0.210 -4.1% 5.133
Low 4.760 4.709 -0.051 -1.1% 4.623
Close 4.768 4.718 -0.050 -1.0% 4.718
Range 0.321 0.162 -0.159 -49.5% 0.510
ATR 0.214 0.210 -0.004 -1.7% 0.000
Volume 8,482 11,802 3,320 39.1% 57,663
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.252 5.147 4.807
R3 5.090 4.985 4.763
R2 4.928 4.928 4.748
R1 4.823 4.823 4.733 4.795
PP 4.766 4.766 4.766 4.752
S1 4.661 4.661 4.703 4.633
S2 4.604 4.604 4.688
S3 4.442 4.499 4.673
S4 4.280 4.337 4.629
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.355 6.046 4.999
R3 5.845 5.536 4.858
R2 5.335 5.335 4.812
R1 5.026 5.026 4.765 5.181
PP 4.825 4.825 4.825 4.902
S1 4.516 4.516 4.671 4.671
S2 4.315 4.315 4.625
S3 3.805 4.006 4.578
S4 3.295 3.496 4.438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.133 4.623 0.510 10.8% 0.268 5.7% 19% False False 11,532
10 5.133 4.404 0.729 15.5% 0.219 4.6% 43% False False 8,704
20 5.133 4.264 0.869 18.4% 0.211 4.5% 52% False False 7,228
40 5.515 4.264 1.251 26.5% 0.181 3.8% 36% False False 5,721
60 5.515 4.264 1.251 26.5% 0.189 4.0% 36% False False 4,994
80 5.523 4.264 1.259 26.7% 0.181 3.8% 36% False False 4,366
100 5.523 4.264 1.259 26.7% 0.173 3.7% 36% False False 3,741
120 5.523 4.264 1.259 26.7% 0.167 3.5% 36% False False 3,277
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.560
2.618 5.295
1.618 5.133
1.000 5.033
0.618 4.971
HIGH 4.871
0.618 4.809
0.500 4.790
0.382 4.771
LOW 4.709
0.618 4.609
1.000 4.547
1.618 4.447
2.618 4.285
4.250 4.021
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 4.790 4.903
PP 4.766 4.841
S1 4.742 4.780

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

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