NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 5.400 5.626 0.226 4.2% 5.250
High 5.612 5.694 0.082 1.5% 5.694
Low 5.370 5.512 0.142 2.6% 5.086
Close 5.592 5.666 0.074 1.3% 5.666
Range 0.242 0.182 -0.060 -24.8% 0.608
ATR 0.232 0.228 -0.004 -1.5% 0.000
Volume 18,977 18,276 -701 -3.7% 93,857
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.170 6.100 5.766
R3 5.988 5.918 5.716
R2 5.806 5.806 5.699
R1 5.736 5.736 5.683 5.771
PP 5.624 5.624 5.624 5.642
S1 5.554 5.554 5.649 5.589
S2 5.442 5.442 5.633
S3 5.260 5.372 5.616
S4 5.078 5.190 5.566
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.306 7.094 6.000
R3 6.698 6.486 5.833
R2 6.090 6.090 5.777
R1 5.878 5.878 5.722 5.984
PP 5.482 5.482 5.482 5.535
S1 5.270 5.270 5.610 5.376
S2 4.874 4.874 5.555
S3 4.266 4.662 5.499
S4 3.658 4.054 5.332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.694 5.086 0.608 10.7% 0.213 3.8% 95% True False 18,771
10 5.694 4.749 0.945 16.7% 0.254 4.5% 97% True False 22,711
20 5.694 4.340 1.354 23.9% 0.244 4.3% 98% True False 20,560
40 5.860 4.340 1.520 26.8% 0.201 3.6% 87% False False 14,606
60 5.860 4.340 1.520 26.8% 0.189 3.3% 87% False False 11,167
80 6.170 4.340 1.830 32.3% 0.187 3.3% 72% False False 9,319
100 6.170 4.340 1.830 32.3% 0.193 3.4% 72% False False 8,164
120 6.170 4.340 1.830 32.3% 0.182 3.2% 72% False False 7,182
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 0.045
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.468
2.618 6.170
1.618 5.988
1.000 5.876
0.618 5.806
HIGH 5.694
0.618 5.624
0.500 5.603
0.382 5.582
LOW 5.512
0.618 5.400
1.000 5.330
1.618 5.218
2.618 5.036
4.250 4.739
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 5.645 5.597
PP 5.624 5.529
S1 5.603 5.460

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

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