NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 4.320 4.329 0.009 0.2% 4.776
High 4.380 4.401 0.021 0.5% 4.819
Low 4.282 4.232 -0.050 -1.2% 4.497
Close 4.333 4.241 -0.092 -2.1% 4.519
Range 0.098 0.169 0.071 72.4% 0.322
ATR 0.176 0.176 -0.001 -0.3% 0.000
Volume 16,182 13,976 -2,206 -13.6% 148,638
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.798 4.689 4.334
R3 4.629 4.520 4.287
R2 4.460 4.460 4.272
R1 4.351 4.351 4.256 4.321
PP 4.291 4.291 4.291 4.277
S1 4.182 4.182 4.226 4.152
S2 4.122 4.122 4.210
S3 3.953 4.013 4.195
S4 3.784 3.844 4.148
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 4.598 4.232 0.366 8.6% 0.131 3.1% 2% False True 21,746
10 4.871 4.232 0.639 15.1% 0.142 3.3% 1% False True 23,291
20 5.133 4.232 0.901 21.2% 0.181 4.3% 1% False True 15,742
40 5.133 4.232 0.901 21.2% 0.170 4.0% 1% False True 10,266
60 5.515 4.232 1.283 30.3% 0.183 4.3% 1% False True 8,207
80 5.523 4.232 1.291 30.4% 0.185 4.4% 1% False True 6,986
100 5.523 4.232 1.291 30.4% 0.169 4.0% 1% False True 5,812
120 5.523 4.232 1.291 30.4% 0.167 3.9% 1% False True 5,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.119
2.618 4.843
1.618 4.674
1.000 4.570
0.618 4.505
HIGH 4.401
0.618 4.336
0.500 4.317
0.382 4.297
LOW 4.232
0.618 4.128
1.000 4.063
1.618 3.959
2.618 3.790
4.250 3.514
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 4.317 4.347
PP 4.291 4.311
S1 4.266 4.276

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

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