NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 4.410 4.170 -0.240 -5.4% 4.436
High 4.412 4.358 -0.054 -1.2% 4.690
Low 4.200 4.118 -0.082 -2.0% 4.200
Close 4.217 4.265 0.048 1.1% 4.217
Range 0.212 0.240 0.028 13.2% 0.490
ATR 0.215 0.217 0.002 0.8% 0.000
Volume 36,342 28,764 -7,578 -20.9% 179,034
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 4.967 4.856 4.397
R3 4.727 4.616 4.331
R2 4.487 4.487 4.309
R1 4.376 4.376 4.287 4.432
PP 4.247 4.247 4.247 4.275
S1 4.136 4.136 4.243 4.192
S2 4.007 4.007 4.221
S3 3.767 3.896 4.199
S4 3.527 3.656 4.133
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.839 5.518 4.487
R3 5.349 5.028 4.352
R2 4.859 4.859 4.307
R1 4.538 4.538 4.262 4.454
PP 4.369 4.369 4.369 4.327
S1 4.048 4.048 4.172 3.964
S2 3.879 3.879 4.127
S3 3.389 3.558 4.082
S4 2.899 3.068 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 4.118 0.572 13.4% 0.259 6.1% 26% False True 36,830
10 4.690 3.705 0.985 23.1% 0.250 5.8% 57% False False 28,877
20 4.690 3.395 1.295 30.4% 0.206 4.8% 67% False False 19,920
40 4.721 3.395 1.326 31.1% 0.193 4.5% 66% False False 14,710
60 4.721 3.395 1.326 31.1% 0.194 4.5% 66% False False 11,930
80 5.280 3.395 1.885 44.2% 0.196 4.6% 46% False False 9,759
100 6.521 3.395 3.126 73.3% 0.202 4.7% 28% False False 8,109
120 7.106 3.395 3.711 87.0% 0.201 4.7% 23% False False 6,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.378
2.618 4.986
1.618 4.746
1.000 4.598
0.618 4.506
HIGH 4.358
0.618 4.266
0.500 4.238
0.382 4.210
LOW 4.118
0.618 3.970
1.000 3.878
1.618 3.730
2.618 3.490
4.250 3.098
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 4.256 4.295
PP 4.247 4.285
S1 4.238 4.275

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

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