NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 4.017 4.297 0.280 7.0% 3.655
High 4.299 4.460 0.161 3.7% 4.460
Low 3.943 4.218 0.275 7.0% 3.603
Close 4.197 4.416 0.219 5.2% 4.416
Range 0.356 0.242 -0.114 -32.0% 0.857
ATR 0.197 0.202 0.005 2.4% 0.000
Volume 19,123 30,919 11,796 61.7% 95,784
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 5.091 4.995 4.549
R3 4.849 4.753 4.483
R2 4.607 4.607 4.460
R1 4.511 4.511 4.438 4.559
PP 4.365 4.365 4.365 4.389
S1 4.269 4.269 4.394 4.317
S2 4.123 4.123 4.372
S3 3.881 4.027 4.349
S4 3.639 3.785 4.283
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.731 6.430 4.887
R3 5.874 5.573 4.652
R2 5.017 5.017 4.573
R1 4.716 4.716 4.495 4.867
PP 4.160 4.160 4.160 4.235
S1 3.859 3.859 4.337 4.010
S2 3.303 3.303 4.259
S3 2.446 3.002 4.180
S4 1.589 2.145 3.945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.460 3.603 0.857 19.4% 0.261 5.9% 95% True False 19,156
10 4.460 3.395 1.065 24.1% 0.217 4.9% 96% True False 15,941
20 4.460 3.395 1.065 24.1% 0.184 4.2% 96% True False 13,295
40 4.721 3.395 1.326 30.0% 0.190 4.3% 77% False False 10,225
60 5.032 3.395 1.637 37.1% 0.186 4.2% 62% False False 8,844
80 5.600 3.395 2.205 49.9% 0.191 4.3% 46% False False 7,305
100 6.521 3.395 3.126 70.8% 0.197 4.5% 33% False False 6,110
120 7.121 3.395 3.726 84.4% 0.199 4.5% 27% False False 5,322
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 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.489
2.618 5.094
1.618 4.852
1.000 4.702
0.618 4.610
HIGH 4.460
0.618 4.368
0.500 4.339
0.382 4.310
LOW 4.218
0.618 4.068
1.000 3.976
1.618 3.826
2.618 3.584
4.250 3.190
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 4.390 4.310
PP 4.365 4.204
S1 4.339 4.098

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

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