NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 5.420 5.263 -0.157 -2.9% 5.290
High 5.425 5.270 -0.155 -2.9% 5.510
Low 5.225 5.093 -0.132 -2.5% 5.223
Close 5.295 5.176 -0.119 -2.2% 5.415
Range 0.200 0.177 -0.023 -11.5% 0.287
ATR 0.177 0.179 0.002 1.0% 0.000
Volume 2,897 3,098 201 6.9% 22,327
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.711 5.620 5.273
R3 5.534 5.443 5.225
R2 5.357 5.357 5.208
R1 5.266 5.266 5.192 5.223
PP 5.180 5.180 5.180 5.158
S1 5.089 5.089 5.160 5.046
S2 5.003 5.003 5.144
S3 4.826 4.912 5.127
S4 4.649 4.735 5.079
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 5.093 0.417 8.1% 0.171 3.3% 20% False True 4,024
10 5.510 5.015 0.495 9.6% 0.190 3.7% 33% False False 4,131
20 5.540 4.942 0.598 11.6% 0.161 3.1% 39% False False 4,187
40 6.170 4.942 1.228 23.7% 0.175 3.4% 19% False False 3,982
60 6.170 4.942 1.228 23.7% 0.187 3.6% 19% False False 3,819
80 6.170 4.942 1.228 23.7% 0.170 3.3% 19% False False 3,414
100 6.170 4.942 1.228 23.7% 0.170 3.3% 19% False False 3,189
120 6.550 4.942 1.608 31.1% 0.168 3.2% 15% False False 2,955
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.022
2.618 5.733
1.618 5.556
1.000 5.447
0.618 5.379
HIGH 5.270
0.618 5.202
0.500 5.182
0.382 5.161
LOW 5.093
0.618 4.984
1.000 4.916
1.618 4.807
2.618 4.630
4.250 4.341
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 5.182 5.259
PP 5.180 5.231
S1 5.178 5.204

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

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