NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 5.135 5.196 0.061 1.2% 5.365
High 5.202 5.196 -0.006 -0.1% 5.365
Low 5.110 5.050 -0.060 -1.2% 5.050
Close 5.132 5.073 -0.059 -1.1% 5.073
Range 0.092 0.146 0.054 58.7% 0.315
ATR 0.165 0.163 -0.001 -0.8% 0.000
Volume 5,040 4,036 -1,004 -19.9% 21,702
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.544 5.455 5.153
R3 5.398 5.309 5.113
R2 5.252 5.252 5.100
R1 5.163 5.163 5.086 5.135
PP 5.106 5.106 5.106 5.092
S1 5.017 5.017 5.060 4.989
S2 4.960 4.960 5.046
S3 4.814 4.871 5.033
S4 4.668 4.725 4.993
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.108 5.905 5.246
R3 5.793 5.590 5.160
R2 5.478 5.478 5.131
R1 5.275 5.275 5.102 5.219
PP 5.163 5.163 5.163 5.135
S1 4.960 4.960 5.044 4.904
S2 4.848 4.848 5.015
S3 4.533 4.645 4.986
S4 4.218 4.330 4.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.365 5.050 0.315 6.2% 0.133 2.6% 7% False True 4,340
10 5.730 5.050 0.680 13.4% 0.126 2.5% 3% False True 3,675
20 6.170 5.050 1.120 22.1% 0.162 3.2% 2% False True 3,901
40 6.170 5.050 1.120 22.1% 0.184 3.6% 2% False True 3,721
60 6.170 5.050 1.120 22.1% 0.174 3.4% 2% False True 3,451
80 6.170 5.050 1.120 22.1% 0.173 3.4% 2% False True 3,181
100 6.170 5.050 1.120 22.1% 0.166 3.3% 2% False True 2,898
120 6.550 5.050 1.500 29.6% 0.165 3.3% 2% False True 2,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.817
2.618 5.578
1.618 5.432
1.000 5.342
0.618 5.286
HIGH 5.196
0.618 5.140
0.500 5.123
0.382 5.106
LOW 5.050
0.618 4.960
1.000 4.904
1.618 4.814
2.618 4.668
4.250 4.430
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 5.123 5.126
PP 5.106 5.108
S1 5.090 5.091

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

View Archives - Comment on this page... - Back to Index of Symbols