NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 5.226 5.400 0.174 3.3% 4.781
High 5.458 5.612 0.154 2.8% 5.423
Low 5.226 5.370 0.144 2.8% 4.749
Close 5.446 5.592 0.146 2.7% 5.323
Range 0.232 0.242 0.010 4.3% 0.674
ATR 0.231 0.232 0.001 0.3% 0.000
Volume 20,093 18,977 -1,116 -5.6% 133,255
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.251 6.163 5.725
R3 6.009 5.921 5.659
R2 5.767 5.767 5.636
R1 5.679 5.679 5.614 5.723
PP 5.525 5.525 5.525 5.547
S1 5.437 5.437 5.570 5.481
S2 5.283 5.283 5.548
S3 5.041 5.195 5.525
S4 4.799 4.953 5.459
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 5.612 5.086 0.526 9.4% 0.223 4.0% 96% True False 19,606
10 5.612 4.743 0.869 15.5% 0.274 4.9% 98% True False 23,523
20 5.612 4.340 1.272 22.7% 0.242 4.3% 98% True False 20,155
40 5.860 4.340 1.520 27.2% 0.203 3.6% 82% False False 14,296
60 5.860 4.340 1.520 27.2% 0.189 3.4% 82% False False 10,926
80 6.170 4.340 1.830 32.7% 0.189 3.4% 68% False False 9,139
100 6.170 4.340 1.830 32.7% 0.194 3.5% 68% False False 8,009
120 6.170 4.340 1.830 32.7% 0.181 3.2% 68% False False 7,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.641
2.618 6.246
1.618 6.004
1.000 5.854
0.618 5.762
HIGH 5.612
0.618 5.520
0.500 5.491
0.382 5.462
LOW 5.370
0.618 5.220
1.000 5.128
1.618 4.978
2.618 4.736
4.250 4.342
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 5.558 5.511
PP 5.525 5.430
S1 5.491 5.349

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

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