NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 4.776 4.730 -0.046 -1.0% 4.623
High 4.819 4.815 -0.004 -0.1% 5.133
Low 4.704 4.632 -0.072 -1.5% 4.623
Close 4.726 4.655 -0.071 -1.5% 4.718
Range 0.115 0.183 0.068 59.1% 0.510
ATR 0.203 0.202 -0.001 -0.7% 0.000
Volume 21,440 28,626 7,186 33.5% 57,663
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.250 5.135 4.756
R3 5.067 4.952 4.705
R2 4.884 4.884 4.689
R1 4.769 4.769 4.672 4.735
PP 4.701 4.701 4.701 4.684
S1 4.586 4.586 4.638 4.552
S2 4.518 4.518 4.621
S3 4.335 4.403 4.605
S4 4.152 4.220 4.554
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 5.096 4.632 0.464 10.0% 0.191 4.1% 5% False True 16,805
10 5.133 4.404 0.729 15.7% 0.222 4.8% 34% False False 12,698
20 5.133 4.314 0.819 17.6% 0.216 4.6% 42% False False 9,274
40 5.445 4.264 1.181 25.4% 0.176 3.8% 33% False False 6,758
60 5.515 4.264 1.251 26.9% 0.189 4.1% 31% False False 5,732
80 5.523 4.264 1.259 27.0% 0.181 3.9% 31% False False 4,951
100 5.523 4.264 1.259 27.0% 0.171 3.7% 31% False False 4,206
120 5.523 4.264 1.259 27.0% 0.167 3.6% 31% False False 3,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.593
2.618 5.294
1.618 5.111
1.000 4.998
0.618 4.928
HIGH 4.815
0.618 4.745
0.500 4.724
0.382 4.702
LOW 4.632
0.618 4.519
1.000 4.449
1.618 4.336
2.618 4.153
4.250 3.854
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 4.724 4.752
PP 4.701 4.719
S1 4.678 4.687

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

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