NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 5.365 5.472 0.107 2.0% 5.021
High 5.510 5.510 0.000 0.0% 5.412
Low 5.300 5.250 -0.050 -0.9% 4.942
Close 5.428 5.260 -0.168 -3.1% 5.316
Range 0.210 0.260 0.050 23.8% 0.470
ATR 0.178 0.183 0.006 3.3% 0.000
Volume 3,396 5,635 2,239 65.9% 22,962
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.120 5.950 5.403
R3 5.860 5.690 5.332
R2 5.600 5.600 5.308
R1 5.430 5.430 5.284 5.385
PP 5.340 5.340 5.340 5.318
S1 5.170 5.170 5.236 5.125
S2 5.080 5.080 5.212
S3 4.820 4.910 5.189
S4 4.560 4.650 5.117
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 5.510 5.199 0.311 5.9% 0.200 3.8% 20% True False 4,452
10 5.510 4.942 0.568 10.8% 0.188 3.6% 56% True False 4,387
20 5.764 4.942 0.822 15.6% 0.159 3.0% 39% False False 3,978
40 6.170 4.942 1.228 23.3% 0.187 3.6% 26% False False 4,043
60 6.170 4.942 1.228 23.3% 0.187 3.5% 26% False False 3,743
80 6.170 4.942 1.228 23.3% 0.169 3.2% 26% False False 3,334
100 6.170 4.942 1.228 23.3% 0.170 3.2% 26% False False 3,142
120 6.550 4.942 1.608 30.6% 0.167 3.2% 20% False False 2,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.615
2.618 6.191
1.618 5.931
1.000 5.770
0.618 5.671
HIGH 5.510
0.618 5.411
0.500 5.380
0.382 5.349
LOW 5.250
0.618 5.089
1.000 4.990
1.618 4.829
2.618 4.569
4.250 4.145
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 5.380 5.380
PP 5.340 5.340
S1 5.300 5.300

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

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