NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 5.040 5.160 0.120 2.4% 5.365
High 5.150 5.192 0.042 0.8% 5.365
Low 5.015 4.995 -0.020 -0.4% 5.050
Close 5.116 5.021 -0.095 -1.9% 5.073
Range 0.135 0.197 0.062 45.9% 0.315
ATR 0.163 0.165 0.002 1.5% 0.000
Volume 5,505 4,644 -861 -15.6% 21,702
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.660 5.538 5.129
R3 5.463 5.341 5.075
R2 5.266 5.266 5.057
R1 5.144 5.144 5.039 5.107
PP 5.069 5.069 5.069 5.051
S1 4.947 4.947 5.003 4.910
S2 4.872 4.872 4.985
S3 4.675 4.750 4.967
S4 4.478 4.553 4.913
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 5.202 4.942 0.260 5.2% 0.133 2.7% 30% False False 4,417
10 5.540 4.942 0.598 11.9% 0.132 2.6% 13% False False 4,244
20 6.085 4.942 1.143 22.8% 0.148 2.9% 7% False False 3,972
40 6.170 4.942 1.228 24.5% 0.183 3.6% 6% False False 3,877
60 6.170 4.942 1.228 24.5% 0.175 3.5% 6% False False 3,566
80 6.170 4.942 1.228 24.5% 0.165 3.3% 6% False False 3,196
100 6.170 4.942 1.228 24.5% 0.167 3.3% 6% False False 2,958
120 6.550 4.942 1.608 32.0% 0.164 3.3% 5% False False 2,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 6.029
2.618 5.708
1.618 5.511
1.000 5.389
0.618 5.314
HIGH 5.192
0.618 5.117
0.500 5.094
0.382 5.070
LOW 4.995
0.618 4.873
1.000 4.798
1.618 4.676
2.618 4.479
4.250 4.158
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 5.094 5.067
PP 5.069 5.052
S1 5.045 5.036

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

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