NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 4.451 4.441 -0.010 -0.2% 4.776
High 4.516 4.461 -0.055 -1.2% 4.819
Low 4.369 4.319 -0.050 -1.1% 4.497
Close 4.412 4.326 -0.086 -1.9% 4.519
Range 0.147 0.142 -0.005 -3.4% 0.322
ATR 0.185 0.182 -0.003 -1.7% 0.000
Volume 22,819 19,494 -3,325 -14.6% 148,638
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.795 4.702 4.404
R3 4.653 4.560 4.365
R2 4.511 4.511 4.352
R1 4.418 4.418 4.339 4.394
PP 4.369 4.369 4.369 4.356
S1 4.276 4.276 4.313 4.252
S2 4.227 4.227 4.300
S3 4.085 4.134 4.287
S4 3.943 3.992 4.248
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 4.717 4.319 0.398 9.2% 0.138 3.2% 2% False True 28,177
10 5.096 4.319 0.777 18.0% 0.165 3.8% 1% False True 22,491
20 5.133 4.319 0.814 18.8% 0.194 4.5% 1% False True 14,842
40 5.133 4.264 0.869 20.1% 0.170 3.9% 7% False False 9,681
60 5.515 4.264 1.251 28.9% 0.186 4.3% 5% False False 7,861
80 5.523 4.264 1.259 29.1% 0.184 4.3% 5% False False 6,647
100 5.523 4.264 1.259 29.1% 0.168 3.9% 5% False False 5,543
120 5.523 4.264 1.259 29.1% 0.167 3.9% 5% False False 4,809
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.065
2.618 4.833
1.618 4.691
1.000 4.603
0.618 4.549
HIGH 4.461
0.618 4.407
0.500 4.390
0.382 4.373
LOW 4.319
0.618 4.231
1.000 4.177
1.618 4.089
2.618 3.947
4.250 3.716
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 4.390 4.459
PP 4.369 4.414
S1 4.347 4.370

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

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