NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 5.365 5.255 -0.110 -2.1% 5.690
High 5.365 5.302 -0.063 -1.2% 5.730
Low 5.170 5.157 -0.013 -0.3% 5.371
Close 5.298 5.195 -0.103 -1.9% 5.400
Range 0.195 0.145 -0.050 -25.6% 0.359
ATR 0.178 0.175 -0.002 -1.3% 0.000
Volume 4,762 4,182 -580 -12.2% 15,050
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.653 5.569 5.275
R3 5.508 5.424 5.235
R2 5.363 5.363 5.222
R1 5.279 5.279 5.208 5.249
PP 5.218 5.218 5.218 5.203
S1 5.134 5.134 5.182 5.104
S2 5.073 5.073 5.168
S3 4.928 4.989 5.155
S4 4.783 4.844 5.115
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.577 6.348 5.597
R3 6.218 5.989 5.499
R2 5.859 5.859 5.466
R1 5.630 5.630 5.433 5.565
PP 5.500 5.500 5.500 5.468
S1 5.271 5.271 5.367 5.206
S2 5.141 5.141 5.334
S3 4.782 4.912 5.301
S4 4.423 4.553 5.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.590 5.157 0.433 8.3% 0.130 2.5% 9% False True 3,875
10 5.764 5.157 0.607 11.7% 0.138 2.7% 6% False True 3,906
20 6.170 5.157 1.013 19.5% 0.177 3.4% 4% False True 3,808
40 6.170 5.157 1.013 19.5% 0.194 3.7% 4% False True 3,686
60 6.170 5.157 1.013 19.5% 0.173 3.3% 4% False True 3,331
80 6.170 5.157 1.013 19.5% 0.173 3.3% 4% False True 3,064
100 6.260 5.157 1.103 21.2% 0.168 3.2% 3% False True 2,799
120 6.750 5.157 1.593 30.7% 0.167 3.2% 2% False True 2,582
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.918
2.618 5.682
1.618 5.537
1.000 5.447
0.618 5.392
HIGH 5.302
0.618 5.247
0.500 5.230
0.382 5.212
LOW 5.157
0.618 5.067
1.000 5.012
1.618 4.922
2.618 4.777
4.250 4.541
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 5.230 5.299
PP 5.218 5.264
S1 5.207 5.230

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

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