NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 5.196 5.021 -0.175 -3.4% 5.365
High 5.196 5.038 -0.158 -3.0% 5.365
Low 5.050 4.942 -0.108 -2.1% 5.050
Close 5.073 4.967 -0.106 -2.1% 5.073
Range 0.146 0.096 -0.050 -34.2% 0.315
ATR 0.163 0.161 -0.002 -1.4% 0.000
Volume 4,036 2,864 -1,172 -29.0% 21,702
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.270 5.215 5.020
R3 5.174 5.119 4.993
R2 5.078 5.078 4.985
R1 5.023 5.023 4.976 5.003
PP 4.982 4.982 4.982 4.972
S1 4.927 4.927 4.958 4.907
S2 4.886 4.886 4.949
S3 4.790 4.831 4.941
S4 4.694 4.735 4.914
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 5.302 4.942 0.360 7.2% 0.113 2.3% 7% False True 3,960
10 5.708 4.942 0.766 15.4% 0.126 2.5% 3% False True 3,733
20 6.170 4.942 1.228 24.7% 0.154 3.1% 2% False True 3,892
40 6.170 4.942 1.228 24.7% 0.183 3.7% 2% False True 3,736
60 6.170 4.942 1.228 24.7% 0.172 3.5% 2% False True 3,464
80 6.170 4.942 1.228 24.7% 0.165 3.3% 2% False True 3,202
100 6.170 4.942 1.228 24.7% 0.166 3.3% 2% False True 2,908
120 6.550 4.942 1.608 32.4% 0.164 3.3% 2% False True 2,688
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.446
2.618 5.289
1.618 5.193
1.000 5.134
0.618 5.097
HIGH 5.038
0.618 5.001
0.500 4.990
0.382 4.979
LOW 4.942
0.618 4.883
1.000 4.846
1.618 4.787
2.618 4.691
4.250 4.534
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 4.990 5.072
PP 4.982 5.037
S1 4.975 5.002

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

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