NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 4.670 4.593 -0.077 -1.6% 4.776
High 4.710 4.598 -0.112 -2.4% 4.819
Low 4.535 4.497 -0.038 -0.8% 4.497
Close 4.555 4.519 -0.036 -0.8% 4.519
Range 0.175 0.101 -0.074 -42.3% 0.322
ATR 0.195 0.188 -0.007 -3.4% 0.000
Volume 34,949 36,259 1,310 3.7% 148,638
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.841 4.781 4.575
R3 4.740 4.680 4.547
R2 4.639 4.639 4.538
R1 4.579 4.579 4.528 4.559
PP 4.538 4.538 4.538 4.528
S1 4.478 4.478 4.510 4.458
S2 4.437 4.437 4.500
S3 4.336 4.377 4.491
S4 4.235 4.276 4.463
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.578 5.370 4.696
R3 5.256 5.048 4.608
R2 4.934 4.934 4.578
R1 4.726 4.726 4.549 4.669
PP 4.612 4.612 4.612 4.583
S1 4.404 4.404 4.489 4.347
S2 4.290 4.290 4.460
S3 3.968 4.082 4.430
S4 3.646 3.760 4.342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.819 4.497 0.322 7.1% 0.140 3.1% 7% False True 29,727
10 5.133 4.497 0.636 14.1% 0.204 4.5% 3% False True 20,630
20 5.133 4.404 0.729 16.1% 0.198 4.4% 16% False False 13,282
40 5.155 4.264 0.891 19.7% 0.171 3.8% 29% False False 8,758
60 5.515 4.264 1.251 27.7% 0.185 4.1% 20% False False 7,263
80 5.523 4.264 1.259 27.9% 0.183 4.0% 20% False False 6,146
100 5.523 4.264 1.259 27.9% 0.171 3.8% 20% False False 5,166
120 5.523 4.264 1.259 27.9% 0.168 3.7% 20% False False 4,469
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.045
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.027
2.618 4.862
1.618 4.761
1.000 4.699
0.618 4.660
HIGH 4.598
0.618 4.559
0.500 4.548
0.382 4.536
LOW 4.497
0.618 4.435
1.000 4.396
1.618 4.334
2.618 4.233
4.250 4.068
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 4.548 4.607
PP 4.538 4.578
S1 4.529 4.548

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

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