NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 5.433 5.350 -0.083 -1.5% 5.485
High 5.461 5.410 -0.051 -0.9% 5.540
Low 5.322 5.286 -0.036 -0.7% 5.286
Close 5.342 5.310 -0.032 -0.6% 5.310
Range 0.139 0.124 -0.015 -10.8% 0.254
ATR 0.183 0.179 -0.004 -2.3% 0.000
Volume 11,426 13,603 2,177 19.1% 45,810
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.707 5.633 5.378
R3 5.583 5.509 5.344
R2 5.459 5.459 5.333
R1 5.385 5.385 5.321 5.360
PP 5.335 5.335 5.335 5.323
S1 5.261 5.261 5.299 5.236
S2 5.211 5.211 5.287
S3 5.087 5.137 5.276
S4 4.963 5.013 5.242
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.141 5.979 5.450
R3 5.887 5.725 5.380
R2 5.633 5.633 5.357
R1 5.471 5.471 5.333 5.425
PP 5.379 5.379 5.379 5.356
S1 5.217 5.217 5.287 5.171
S2 5.125 5.125 5.263
S3 4.871 4.963 5.240
S4 4.617 4.709 5.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.540 5.286 0.254 4.8% 0.126 2.4% 9% False True 9,162
10 5.860 5.286 0.574 10.8% 0.193 3.6% 4% False True 8,815
20 5.860 5.093 0.767 14.4% 0.184 3.5% 28% False False 6,577
40 5.860 4.942 0.918 17.3% 0.168 3.2% 40% False False 5,321
60 6.170 4.942 1.228 23.1% 0.184 3.5% 30% False False 4,849
80 6.170 4.942 1.228 23.1% 0.181 3.4% 30% False False 4,361
100 6.170 4.942 1.228 23.1% 0.172 3.2% 30% False False 3,942
120 6.170 4.942 1.228 23.1% 0.172 3.2% 30% False False 3,615
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 0.049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.937
2.618 5.735
1.618 5.611
1.000 5.534
0.618 5.487
HIGH 5.410
0.618 5.363
0.500 5.348
0.382 5.333
LOW 5.286
0.618 5.209
1.000 5.162
1.618 5.085
2.618 4.961
4.250 4.759
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 5.348 5.378
PP 5.335 5.355
S1 5.323 5.333

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

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