NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 5.290 5.290 0.000 0.0% 5.021
High 5.405 5.400 -0.005 -0.1% 5.412
Low 5.223 5.265 0.042 0.8% 4.942
Close 5.344 5.372 0.028 0.5% 5.316
Range 0.182 0.135 -0.047 -25.8% 0.470
ATR 0.178 0.175 -0.003 -1.7% 0.000
Volume 3,474 4,372 898 25.8% 22,962
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.751 5.696 5.446
R3 5.616 5.561 5.409
R2 5.481 5.481 5.397
R1 5.426 5.426 5.384 5.454
PP 5.346 5.346 5.346 5.359
S1 5.291 5.291 5.360 5.319
S2 5.211 5.211 5.347
S3 5.076 5.156 5.335
S4 4.941 5.021 5.298
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.633 6.445 5.575
R3 6.163 5.975 5.445
R2 5.693 5.693 5.402
R1 5.505 5.505 5.359 5.599
PP 5.223 5.223 5.223 5.271
S1 5.035 5.035 5.273 5.129
S2 4.753 4.753 5.230
S3 4.283 4.565 5.187
S4 3.813 4.095 5.058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.412 4.995 0.417 7.8% 0.207 3.8% 90% False False 4,487
10 5.412 4.942 0.470 8.7% 0.159 3.0% 91% False False 4,356
20 5.764 4.942 0.822 15.3% 0.148 2.8% 52% False False 4,131
40 6.170 4.942 1.228 22.9% 0.186 3.5% 35% False False 3,969
60 6.170 4.942 1.228 22.9% 0.182 3.4% 35% False False 3,651
80 6.170 4.942 1.228 22.9% 0.166 3.1% 35% False False 3,291
100 6.170 4.942 1.228 22.9% 0.169 3.2% 35% False False 3,072
120 6.550 4.942 1.608 29.9% 0.166 3.1% 27% False False 2,842
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.974
2.618 5.753
1.618 5.618
1.000 5.535
0.618 5.483
HIGH 5.400
0.618 5.348
0.500 5.333
0.382 5.317
LOW 5.265
0.618 5.182
1.000 5.130
1.618 5.047
2.618 4.912
4.250 4.691
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 5.359 5.350
PP 5.346 5.328
S1 5.333 5.306

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

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