NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 3.740 4.017 0.277 7.4% 3.572
High 4.022 4.299 0.277 6.9% 3.721
Low 3.736 3.943 0.207 5.5% 3.395
Close 4.012 4.197 0.185 4.6% 3.679
Range 0.286 0.356 0.070 24.5% 0.326
ATR 0.185 0.197 0.012 6.6% 0.000
Volume 17,810 19,123 1,313 7.4% 63,629
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 5.214 5.062 4.393
R3 4.858 4.706 4.295
R2 4.502 4.502 4.262
R1 4.350 4.350 4.230 4.426
PP 4.146 4.146 4.146 4.185
S1 3.994 3.994 4.164 4.070
S2 3.790 3.790 4.132
S3 3.434 3.638 4.099
S4 3.078 3.282 4.001
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.576 4.454 3.858
R3 4.250 4.128 3.769
R2 3.924 3.924 3.739
R1 3.802 3.802 3.709 3.863
PP 3.598 3.598 3.598 3.629
S1 3.476 3.476 3.649 3.537
S2 3.272 3.272 3.619
S3 2.946 3.150 3.589
S4 2.620 2.824 3.500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.299 3.510 0.789 18.8% 0.255 6.1% 87% True False 16,351
10 4.299 3.395 0.904 21.5% 0.210 5.0% 89% True False 13,773
20 4.299 3.395 0.904 21.5% 0.182 4.3% 89% True False 12,583
40 4.721 3.395 1.326 31.6% 0.190 4.5% 60% False False 9,754
60 5.126 3.395 1.731 41.2% 0.185 4.4% 46% False False 8,377
80 5.800 3.395 2.405 57.3% 0.191 4.6% 33% False False 6,938
100 6.521 3.395 3.126 74.5% 0.196 4.7% 26% False False 5,812
120 7.121 3.395 3.726 88.8% 0.199 4.7% 22% False False 5,074
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 0.038
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.812
2.618 5.231
1.618 4.875
1.000 4.655
0.618 4.519
HIGH 4.299
0.618 4.163
0.500 4.121
0.382 4.079
LOW 3.943
0.618 3.723
1.000 3.587
1.618 3.367
2.618 3.011
4.250 2.430
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 4.172 4.132
PP 4.146 4.067
S1 4.121 4.002

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

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