NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 5.340 5.650 0.310 5.8% 5.332
High 5.860 5.730 -0.130 -2.2% 5.425
Low 5.340 5.568 0.228 4.3% 5.093
Close 5.701 5.693 -0.008 -0.1% 5.358
Range 0.520 0.162 -0.358 -68.8% 0.332
ATR 0.205 0.202 -0.003 -1.5% 0.000
Volume 7,636 11,979 4,343 56.9% 21,068
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.150 6.083 5.782
R3 5.988 5.921 5.738
R2 5.826 5.826 5.723
R1 5.759 5.759 5.708 5.793
PP 5.664 5.664 5.664 5.680
S1 5.597 5.597 5.678 5.631
S2 5.502 5.502 5.663
S3 5.340 5.435 5.648
S4 5.178 5.273 5.604
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 5.860 5.093 0.767 13.5% 0.244 4.3% 78% False False 6,949
10 5.860 5.093 0.767 13.5% 0.211 3.7% 78% False False 5,516
20 5.860 4.942 0.918 16.1% 0.185 3.2% 82% False False 4,936
40 6.170 4.942 1.228 21.6% 0.181 3.2% 61% False False 4,372
60 6.170 4.942 1.228 21.6% 0.191 3.4% 61% False False 4,103
80 6.170 4.942 1.228 21.6% 0.176 3.1% 61% False False 3,732
100 6.170 4.942 1.228 21.6% 0.175 3.1% 61% False False 3,438
120 6.260 4.942 1.318 23.2% 0.170 3.0% 57% False False 3,155
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.419
2.618 6.154
1.618 5.992
1.000 5.892
0.618 5.830
HIGH 5.730
0.618 5.668
0.500 5.649
0.382 5.630
LOW 5.568
0.618 5.468
1.000 5.406
1.618 5.306
2.618 5.144
4.250 4.880
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 5.678 5.647
PP 5.664 5.602
S1 5.649 5.556

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

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