NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 3.965 4.020 0.055 1.4% 4.196
High 4.077 4.141 0.064 1.6% 4.233
Low 3.924 4.013 0.089 2.3% 3.947
Close 4.053 4.118 0.065 1.6% 4.024
Range 0.153 0.128 -0.025 -16.3% 0.286
ATR 0.186 0.182 -0.004 -2.2% 0.000
Volume 3,424 3,989 565 16.5% 15,882
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.475 4.424 4.188
R3 4.347 4.296 4.153
R2 4.219 4.219 4.141
R1 4.168 4.168 4.130 4.194
PP 4.091 4.091 4.091 4.103
S1 4.040 4.040 4.106 4.066
S2 3.963 3.963 4.095
S3 3.835 3.912 4.083
S4 3.707 3.784 4.048
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.926 4.761 4.181
R3 4.640 4.475 4.103
R2 4.354 4.354 4.076
R1 4.189 4.189 4.050 4.129
PP 4.068 4.068 4.068 4.038
S1 3.903 3.903 3.998 3.843
S2 3.782 3.782 3.972
S3 3.496 3.617 3.945
S4 3.210 3.331 3.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.233 3.924 0.309 7.5% 0.159 3.9% 63% False False 3,972
10 4.233 3.924 0.309 7.5% 0.155 3.8% 63% False False 3,525
20 4.820 3.924 0.896 21.8% 0.188 4.6% 22% False False 3,078
40 4.850 3.924 0.926 22.5% 0.180 4.4% 21% False False 2,696
60 5.420 3.924 1.496 36.3% 0.187 4.5% 13% False False 2,243
80 6.619 3.924 2.695 65.4% 0.194 4.7% 7% False False 1,900
100 7.211 3.924 3.287 79.8% 0.189 4.6% 6% False False 1,694
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.685
2.618 4.476
1.618 4.348
1.000 4.269
0.618 4.220
HIGH 4.141
0.618 4.092
0.500 4.077
0.382 4.062
LOW 4.013
0.618 3.934
1.000 3.885
1.618 3.806
2.618 3.678
4.250 3.469
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 4.104 4.105
PP 4.091 4.092
S1 4.077 4.079

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

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