NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 4.945 4.781 -0.164 -3.3% 4.511
High 5.132 5.079 -0.053 -1.0% 5.132
Low 4.743 4.749 0.006 0.1% 4.375
Close 4.769 4.992 0.223 4.7% 4.769
Range 0.389 0.330 -0.059 -15.2% 0.757
ATR 0.205 0.214 0.009 4.3% 0.000
Volume 26,400 25,819 -581 -2.2% 86,295
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.930 5.791 5.174
R3 5.600 5.461 5.083
R2 5.270 5.270 5.053
R1 5.131 5.131 5.022 5.201
PP 4.940 4.940 4.940 4.975
S1 4.801 4.801 4.962 4.871
S2 4.610 4.610 4.932
S3 4.280 4.471 4.901
S4 3.950 4.141 4.811
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.030 6.656 5.185
R3 6.273 5.899 4.977
R2 5.516 5.516 4.908
R1 5.142 5.142 4.838 5.329
PP 4.759 4.759 4.759 4.852
S1 4.385 4.385 4.700 4.572
S2 4.002 4.002 4.630
S3 3.245 3.628 4.561
S4 2.488 2.871 4.353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.132 4.375 0.757 15.2% 0.330 6.6% 82% False False 22,422
10 5.132 4.340 0.792 15.9% 0.251 5.0% 82% False False 19,806
20 5.310 4.340 0.970 19.4% 0.190 3.8% 67% False False 14,432
40 5.860 4.340 1.520 30.4% 0.187 3.7% 43% False False 10,505
60 5.860 4.340 1.520 30.4% 0.175 3.5% 43% False False 8,358
80 6.170 4.340 1.830 36.7% 0.185 3.7% 36% False False 7,245
100 6.170 4.340 1.830 36.7% 0.183 3.7% 36% False False 6,375
120 6.170 4.340 1.830 36.7% 0.175 3.5% 36% False False 5,690
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 0.065
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.482
2.618 5.943
1.618 5.613
1.000 5.409
0.618 5.283
HIGH 5.079
0.618 4.953
0.500 4.914
0.382 4.875
LOW 4.749
0.618 4.545
1.000 4.419
1.618 4.215
2.618 3.885
4.250 3.347
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 4.966 4.940
PP 4.940 4.888
S1 4.914 4.837

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

View Archives - Comment on this page... - Back to Index of Symbols