NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 4.680 4.670 -0.010 -0.2% 4.623
High 4.717 4.710 -0.007 -0.1% 5.133
Low 4.591 4.535 -0.056 -1.2% 4.623
Close 4.643 4.555 -0.088 -1.9% 4.718
Range 0.126 0.175 0.049 38.9% 0.510
ATR 0.196 0.195 -0.002 -0.8% 0.000
Volume 27,364 34,949 7,585 27.7% 57,663
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.125 5.015 4.651
R3 4.950 4.840 4.603
R2 4.775 4.775 4.587
R1 4.665 4.665 4.571 4.633
PP 4.600 4.600 4.600 4.584
S1 4.490 4.490 4.539 4.458
S2 4.425 4.425 4.523
S3 4.250 4.315 4.507
S4 4.075 4.140 4.459
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 4.871 4.535 0.336 7.4% 0.152 3.3% 6% False True 24,836
10 5.133 4.535 0.598 13.1% 0.208 4.6% 3% False True 17,711
20 5.133 4.404 0.729 16.0% 0.204 4.5% 21% False False 11,815
40 5.324 4.264 1.060 23.3% 0.173 3.8% 27% False False 7,970
60 5.515 4.264 1.251 27.5% 0.187 4.1% 23% False False 6,693
80 5.523 4.264 1.259 27.6% 0.183 4.0% 23% False False 5,704
100 5.523 4.264 1.259 27.6% 0.171 3.8% 23% False False 4,813
120 5.523 4.264 1.259 27.6% 0.168 3.7% 23% False False 4,174
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 0.046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.454
2.618 5.168
1.618 4.993
1.000 4.885
0.618 4.818
HIGH 4.710
0.618 4.643
0.500 4.623
0.382 4.602
LOW 4.535
0.618 4.427
1.000 4.360
1.618 4.252
2.618 4.077
4.250 3.791
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 4.623 4.675
PP 4.600 4.635
S1 4.578 4.595

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

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