NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 5.127 5.250 0.123 2.4% 4.781
High 5.355 5.311 -0.044 -0.8% 5.423
Low 5.120 5.103 -0.017 -0.3% 4.749
Close 5.323 5.114 -0.209 -3.9% 5.323
Range 0.235 0.208 -0.027 -11.5% 0.674
ATR 0.233 0.232 -0.001 -0.4% 0.000
Volume 22,452 20,923 -1,529 -6.8% 133,255
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.800 5.665 5.228
R3 5.592 5.457 5.171
R2 5.384 5.384 5.152
R1 5.249 5.249 5.133 5.213
PP 5.176 5.176 5.176 5.158
S1 5.041 5.041 5.095 5.005
S2 4.968 4.968 5.076
S3 4.760 4.833 5.057
S4 4.552 4.625 5.000
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.187 6.929 5.694
R3 6.513 6.255 5.508
R2 5.839 5.839 5.447
R1 5.581 5.581 5.385 5.710
PP 5.165 5.165 5.165 5.230
S1 4.907 4.907 5.261 5.036
S2 4.491 4.491 5.199
S3 3.817 4.233 5.138
S4 3.143 3.559 4.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.423 4.936 0.487 9.5% 0.270 5.3% 37% False False 25,671
10 5.423 4.375 1.048 20.5% 0.300 5.9% 71% False False 24,047
20 5.423 4.340 1.083 21.2% 0.226 4.4% 71% False False 18,566
40 5.860 4.340 1.520 29.7% 0.197 3.9% 51% False False 13,155
60 5.860 4.340 1.520 29.7% 0.184 3.6% 51% False False 10,137
80 6.170 4.340 1.830 35.8% 0.190 3.7% 42% False False 8,620
100 6.170 4.340 1.830 35.8% 0.192 3.7% 42% False False 7,529
120 6.170 4.340 1.830 35.8% 0.179 3.5% 42% False False 6,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.077
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.195
2.618 5.856
1.618 5.648
1.000 5.519
0.618 5.440
HIGH 5.311
0.618 5.232
0.500 5.207
0.382 5.182
LOW 5.103
0.618 4.974
1.000 4.895
1.618 4.766
2.618 4.558
4.250 4.219
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 5.207 5.263
PP 5.176 5.213
S1 5.145 5.164

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

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