NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	4.593	4.451	-0.142	-3.1%	4.776
High	4.598	4.516	-0.082	-1.8%	4.819
Low	4.497	4.369	-0.128	-2.8%	4.497
Close	4.519	4.412	-0.107	-2.4%	4.519
Range	0.101	0.147	0.046	45.5%	0.322
ATR	0.188	0.185	-0.003	-1.4%	0.000
Volume	36,259	22,819	-13,440	-37.1%	148,638

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.873	4.790	4.493
R3	4.726	4.643	4.452
R2	4.579	4.579	4.439
R1	4.496	4.496	4.425	4.464
PP	4.432	4.432	4.432	4.417
S1	4.349	4.349	4.399	4.317
S2	4.285	4.285	4.385
S3	4.138	4.202	4.372
S4	3.991	4.055	4.331

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	4.815	4.369	0.446	10.1%	0.146	3.3%	10%	False	True	30,003
10	5.096	4.369	0.727	16.5%	0.168	3.8%	6%	False	True	22,099
20	5.133	4.369	0.764	17.3%	0.195	4.4%	6%	False	True	14,143
40	5.133	4.264	0.869	19.7%	0.170	3.8%	17%	False	False	9,279
60	5.515	4.264	1.251	28.4%	0.186	4.2%	12%	False	False	7,571
80	5.523	4.264	1.259	28.5%	0.183	4.2%	12%	False	False	6,415
100	5.523	4.264	1.259	28.5%	0.169	3.8%	12%	False	False	5,369
120	5.523	4.264	1.259	28.5%	0.168	3.8%	12%	False	False	4,650

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	0.051
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.141
2.618	4.901
1.618	4.754
1.000	4.663
0.618	4.607
HIGH	4.516
0.618	4.460
0.500	4.443
0.382	4.425
LOW	4.369
0.618	4.278
1.000	4.222
1.618	4.131
2.618	3.984
4.250	3.744

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	4.443	4.540
PP	4.432	4.497
S1	4.422	4.455

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