NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 4.125 4.011 -0.114 -2.8% 3.965
High 4.125 4.196 0.071 1.7% 4.196
Low 3.960 3.989 0.029 0.7% 3.924
Close 4.020 4.143 0.123 3.1% 4.143
Range 0.165 0.207 0.042 25.5% 0.272
ATR 0.175 0.178 0.002 1.3% 0.000
Volume 2,451 3,450 999 40.8% 16,753
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.730 4.644 4.257
R3 4.523 4.437 4.200
R2 4.316 4.316 4.181
R1 4.230 4.230 4.162 4.273
PP 4.109 4.109 4.109 4.131
S1 4.023 4.023 4.124 4.066
S2 3.902 3.902 4.105
S3 3.695 3.816 4.086
S4 3.488 3.609 4.029
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.904 4.795 4.293
R3 4.632 4.523 4.218
R2 4.360 4.360 4.193
R1 4.251 4.251 4.168 4.306
PP 4.088 4.088 4.088 4.115
S1 3.979 3.979 4.118 4.034
S2 3.816 3.816 4.093
S3 3.544 3.707 4.068
S4 3.272 3.435 3.993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.196 3.924 0.272 6.6% 0.152 3.7% 81% True False 3,350
10 4.233 3.924 0.309 7.5% 0.153 3.7% 71% False False 3,579
20 4.820 3.924 0.896 21.6% 0.171 4.1% 24% False False 3,264
40 4.820 3.924 0.896 21.6% 0.178 4.3% 24% False False 2,838
60 5.350 3.924 1.426 34.4% 0.187 4.5% 15% False False 2,365
80 6.619 3.924 2.695 65.0% 0.193 4.7% 8% False False 1,987
100 7.153 3.924 3.229 77.9% 0.189 4.6% 7% False False 1,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.076
2.618 4.738
1.618 4.531
1.000 4.403
0.618 4.324
HIGH 4.196
0.618 4.117
0.500 4.093
0.382 4.068
LOW 3.989
0.618 3.861
1.000 3.782
1.618 3.654
2.618 3.447
4.250 3.109
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 4.126 4.121
PP 4.109 4.100
S1 4.093 4.078

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

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