NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 5.472 5.315 -0.157 -2.9% 5.290
High 5.510 5.415 -0.095 -1.7% 5.510
Low 5.250 5.258 0.008 0.2% 5.223
Close 5.260 5.415 0.155 2.9% 5.415
Range 0.260 0.157 -0.103 -39.6% 0.287
ATR 0.183 0.182 -0.002 -1.0% 0.000
Volume 5,635 5,450 -185 -3.3% 22,327
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.834 5.781 5.501
R3 5.677 5.624 5.458
R2 5.520 5.520 5.444
R1 5.467 5.467 5.429 5.494
PP 5.363 5.363 5.363 5.376
S1 5.310 5.310 5.401 5.337
S2 5.206 5.206 5.386
S3 5.049 5.153 5.372
S4 4.892 4.996 5.329
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.244 6.116 5.573
R3 5.957 5.829 5.494
R2 5.670 5.670 5.468
R1 5.542 5.542 5.441 5.606
PP 5.383 5.383 5.383 5.415
S1 5.255 5.255 5.389 5.319
S2 5.096 5.096 5.362
S3 4.809 4.968 5.336
S4 4.522 4.681 5.257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.510 5.223 0.287 5.3% 0.189 3.5% 67% False False 4,465
10 5.510 4.942 0.568 10.5% 0.189 3.5% 83% False False 4,528
20 5.730 4.942 0.788 14.6% 0.158 2.9% 60% False False 4,102
40 6.170 4.942 1.228 22.7% 0.183 3.4% 39% False False 4,085
60 6.170 4.942 1.228 22.7% 0.188 3.5% 39% False False 3,779
80 6.170 4.942 1.228 22.7% 0.170 3.1% 39% False False 3,381
100 6.170 4.942 1.228 22.7% 0.171 3.1% 39% False False 3,179
120 6.550 4.942 1.608 29.7% 0.167 3.1% 29% False False 2,922
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.082
2.618 5.826
1.618 5.669
1.000 5.572
0.618 5.512
HIGH 5.415
0.618 5.355
0.500 5.337
0.382 5.318
LOW 5.258
0.618 5.161
1.000 5.101
1.618 5.004
2.618 4.847
4.250 4.591
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 5.389 5.403
PP 5.363 5.392
S1 5.337 5.380

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

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