NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 9.220 9.390 0.170 1.8% 9.461
High 9.354 9.390 0.036 0.4% 9.739
Low 9.215 9.150 -0.065 -0.7% 9.220
Close 9.300 9.181 -0.119 -1.3% 9.719
Range 0.139 0.240 0.101 72.7% 0.519
ATR 0.270 0.268 -0.002 -0.8% 0.000
Volume 171 56 -115 -67.3% 1,152
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.960 9.811 9.313
R3 9.720 9.571 9.247
R2 9.480 9.480 9.225
R1 9.331 9.331 9.203 9.286
PP 9.240 9.240 9.240 9.218
S1 9.091 9.091 9.159 9.046
S2 9.000 9.000 9.137
S3 8.760 8.851 9.115
S4 8.520 8.611 9.049
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 11.116 10.937 10.004
R3 10.597 10.418 9.862
R2 10.078 10.078 9.814
R1 9.899 9.899 9.767 9.989
PP 9.559 9.559 9.559 9.604
S1 9.380 9.380 9.671 9.470
S2 9.040 9.040 9.624
S3 8.521 8.861 9.576
S4 8.002 8.342 9.434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.739 9.150 0.589 6.4% 0.235 2.6% 5% False True 311
10 9.739 9.150 0.589 6.4% 0.226 2.5% 5% False True 312
20 11.460 9.040 2.420 26.4% 0.278 3.0% 6% False False 403
40 11.981 9.040 2.941 32.0% 0.213 2.3% 5% False False 447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10.410
2.618 10.018
1.618 9.778
1.000 9.630
0.618 9.538
HIGH 9.390
0.618 9.298
0.500 9.270
0.382 9.242
LOW 9.150
0.618 9.002
1.000 8.910
1.618 8.762
2.618 8.522
4.250 8.130
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 9.270 9.310
PP 9.240 9.267
S1 9.211 9.224

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

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