NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 9.835 9.600 -0.235 -2.4% 11.194
High 10.025 9.660 -0.365 -3.6% 11.293
Low 9.572 9.040 -0.532 -5.6% 10.164
Close 9.664 9.530 -0.134 -1.4% 10.226
Range 0.453 0.620 0.167 36.9% 1.129
ATR 0.268 0.294 0.025 9.5% 0.000
Volume 758 543 -215 -28.4% 2,881
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 11.270 11.020 9.871
R3 10.650 10.400 9.701
R2 10.030 10.030 9.644
R1 9.780 9.780 9.587 9.595
PP 9.410 9.410 9.410 9.318
S1 9.160 9.160 9.473 8.975
S2 8.790 8.790 9.416
S3 8.170 8.540 9.360
S4 7.550 7.920 9.189
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 13.948 13.216 10.847
R3 12.819 12.087 10.536
R2 11.690 11.690 10.433
R1 10.958 10.958 10.329 10.760
PP 10.561 10.561 10.561 10.462
S1 9.829 9.829 10.123 9.631
S2 9.432 9.432 10.019
S3 8.303 8.700 9.916
S4 7.174 7.571 9.605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10.380 9.040 1.340 14.1% 0.317 3.3% 37% False True 519
10 11.460 9.040 2.420 25.4% 0.330 3.5% 20% False True 493
20 11.981 9.040 2.941 30.9% 0.254 2.7% 17% False True 422
40 11.981 9.040 2.941 30.9% 0.175 1.8% 17% False True 448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 12.295
2.618 11.283
1.618 10.663
1.000 10.280
0.618 10.043
HIGH 9.660
0.618 9.423
0.500 9.350
0.382 9.277
LOW 9.040
0.618 8.657
1.000 8.420
1.618 8.037
2.618 7.417
4.250 6.405
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 9.470 9.533
PP 9.410 9.532
S1 9.350 9.531

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

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