NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 7.100 6.784 -0.316 -4.5% 7.102
High 7.105 6.928 -0.177 -2.5% 7.708
Low 6.810 6.640 -0.170 -2.5% 7.096
Close 6.868 6.853 -0.015 -0.2% 7.285
Range 0.295 0.288 -0.007 -2.4% 0.612
ATR 0.268 0.270 0.001 0.5% 0.000
Volume 937 1,064 127 13.6% 4,985
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.671 7.550 7.011
R3 7.383 7.262 6.932
R2 7.095 7.095 6.906
R1 6.974 6.974 6.879 7.035
PP 6.807 6.807 6.807 6.837
S1 6.686 6.686 6.827 6.747
S2 6.519 6.519 6.800
S3 6.231 6.398 6.774
S4 5.943 6.110 6.695
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 9.199 8.854 7.622
R3 8.587 8.242 7.453
R2 7.975 7.975 7.397
R1 7.630 7.630 7.341 7.803
PP 7.363 7.363 7.363 7.449
S1 7.018 7.018 7.229 7.191
S2 6.751 6.751 7.173
S3 6.139 6.406 7.117
S4 5.527 5.794 6.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.670 6.640 1.030 15.0% 0.251 3.7% 21% False True 852
10 7.708 6.640 1.068 15.6% 0.253 3.7% 20% False True 934
20 7.708 6.640 1.068 15.6% 0.228 3.3% 20% False True 956
40 8.598 6.640 1.958 28.6% 0.208 3.0% 11% False True 857
60 9.240 6.640 2.600 37.9% 0.216 3.2% 8% False True 749
80 9.739 6.640 3.099 45.2% 0.220 3.2% 7% False True 672
100 11.981 6.640 5.341 77.9% 0.224 3.3% 4% False True 631
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.152
2.618 7.682
1.618 7.394
1.000 7.216
0.618 7.106
HIGH 6.928
0.618 6.818
0.500 6.784
0.382 6.750
LOW 6.640
0.618 6.462
1.000 6.352
1.618 6.174
2.618 5.886
4.250 5.416
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 6.830 7.040
PP 6.807 6.978
S1 6.784 6.915

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

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