NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 7.297 7.433 0.136 1.9% 7.470
High 7.460 7.503 0.043 0.6% 7.568
Low 7.280 7.240 -0.040 -0.5% 7.182
Close 7.326 7.272 -0.054 -0.7% 7.326
Range 0.180 0.263 0.083 46.1% 0.386
ATR 0.220 0.223 0.003 1.4% 0.000
Volume 1,536 1,097 -439 -28.6% 4,685
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.127 7.963 7.417
R3 7.864 7.700 7.344
R2 7.601 7.601 7.320
R1 7.437 7.437 7.296 7.388
PP 7.338 7.338 7.338 7.314
S1 7.174 7.174 7.248 7.125
S2 7.075 7.075 7.224
S3 6.812 6.911 7.200
S4 6.549 6.648 7.127
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.517 8.307 7.538
R3 8.131 7.921 7.432
R2 7.745 7.745 7.397
R1 7.535 7.535 7.361 7.447
PP 7.359 7.359 7.359 7.315
S1 7.149 7.149 7.291 7.061
S2 6.973 6.973 7.255
S3 6.587 6.763 7.220
S4 6.201 6.377 7.114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.568 7.182 0.386 5.3% 0.173 2.4% 23% False False 972
10 7.722 7.182 0.540 7.4% 0.163 2.2% 17% False False 1,077
20 8.598 7.182 1.416 19.5% 0.191 2.6% 6% False False 853
40 9.240 7.182 2.058 28.3% 0.211 2.9% 4% False False 701
60 9.739 7.182 2.557 35.2% 0.209 2.9% 4% False False 602
80 11.981 7.182 4.799 66.0% 0.223 3.1% 2% False False 560
100 11.981 7.182 4.799 66.0% 0.198 2.7% 2% False False 535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 8.621
2.618 8.192
1.618 7.929
1.000 7.766
0.618 7.666
HIGH 7.503
0.618 7.403
0.500 7.372
0.382 7.340
LOW 7.240
0.618 7.077
1.000 6.977
1.618 6.814
2.618 6.551
4.250 6.122
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 7.372 7.343
PP 7.338 7.319
S1 7.305 7.296

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

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