NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 5.159 5.340 0.181 3.5% 5.332
High 5.402 5.364 -0.038 -0.7% 5.425
Low 5.152 5.252 0.100 1.9% 5.093
Close 5.393 5.358 -0.035 -0.6% 5.358
Range 0.250 0.112 -0.138 -55.2% 0.332
ATR 0.184 0.181 -0.003 -1.7% 0.000
Volume 5,865 6,168 303 5.2% 21,068
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.661 5.621 5.420
R3 5.549 5.509 5.389
R2 5.437 5.437 5.379
R1 5.397 5.397 5.368 5.417
PP 5.325 5.325 5.325 5.335
S1 5.285 5.285 5.348 5.305
S2 5.213 5.213 5.337
S3 5.101 5.173 5.327
S4 4.989 5.061 5.296
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.288 6.155 5.541
R3 5.956 5.823 5.449
R2 5.624 5.624 5.419
R1 5.491 5.491 5.388 5.558
PP 5.292 5.292 5.292 5.325
S1 5.159 5.159 5.328 5.226
S2 4.960 4.960 5.297
S3 4.628 4.827 5.267
S4 4.296 4.495 5.175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.425 5.093 0.332 6.2% 0.160 3.0% 80% False False 4,213
10 5.510 5.093 0.417 7.8% 0.175 3.3% 64% False False 4,339
20 5.510 4.942 0.568 10.6% 0.168 3.1% 73% False False 4,402
40 6.170 4.942 1.228 22.9% 0.171 3.2% 34% False False 4,072
60 6.170 4.942 1.228 22.9% 0.185 3.5% 34% False False 3,882
80 6.170 4.942 1.228 22.9% 0.172 3.2% 34% False False 3,520
100 6.170 4.942 1.228 22.9% 0.172 3.2% 34% False False 3,285
120 6.440 4.942 1.498 28.0% 0.168 3.1% 28% False False 3,022
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.840
2.618 5.657
1.618 5.545
1.000 5.476
0.618 5.433
HIGH 5.364
0.618 5.321
0.500 5.308
0.382 5.295
LOW 5.252
0.618 5.183
1.000 5.140
1.618 5.071
2.618 4.959
4.250 4.776
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 5.341 5.321
PP 5.325 5.284
S1 5.308 5.248

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

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