NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 5.255 5.140 -0.115 -2.2% 5.690
High 5.302 5.174 -0.128 -2.4% 5.730
Low 5.157 5.088 -0.069 -1.3% 5.371
Close 5.195 5.116 -0.079 -1.5% 5.400
Range 0.145 0.086 -0.059 -40.7% 0.359
ATR 0.175 0.170 -0.005 -2.8% 0.000
Volume 4,182 3,682 -500 -12.0% 15,050
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.384 5.336 5.163
R3 5.298 5.250 5.140
R2 5.212 5.212 5.132
R1 5.164 5.164 5.124 5.145
PP 5.126 5.126 5.126 5.117
S1 5.078 5.078 5.108 5.059
S2 5.040 5.040 5.100
S3 4.954 4.992 5.092
S4 4.868 4.906 5.069
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 5.540 5.088 0.452 8.8% 0.130 2.5% 6% False True 4,071
10 5.764 5.088 0.676 13.2% 0.133 2.6% 4% False True 3,774
20 6.170 5.088 1.082 21.1% 0.172 3.4% 3% False True 3,868
40 6.170 5.088 1.082 21.1% 0.190 3.7% 3% False True 3,710
60 6.170 5.088 1.082 21.1% 0.173 3.4% 3% False True 3,368
80 6.170 5.088 1.082 21.1% 0.172 3.4% 3% False True 3,097
100 6.170 5.088 1.082 21.1% 0.167 3.3% 3% False True 2,822
120 6.613 5.088 1.525 29.8% 0.165 3.2% 2% False True 2,607
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.540
2.618 5.399
1.618 5.313
1.000 5.260
0.618 5.227
HIGH 5.174
0.618 5.141
0.500 5.131
0.382 5.121
LOW 5.088
0.618 5.035
1.000 5.002
1.618 4.949
2.618 4.863
4.250 4.723
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 5.131 5.227
PP 5.126 5.190
S1 5.121 5.153

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

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