NYMEX Natural Gas Future August 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 4.152 4.360 0.208 5.0% 3.814
High 4.395 4.566 0.171 3.9% 4.566
Low 4.092 4.333 0.241 5.9% 3.722
Close 4.310 4.521 0.211 4.9% 4.521
Range 0.303 0.233 -0.070 -23.1% 0.844
ATR 0.186 0.191 0.005 2.7% 0.000
Volume 10,807 14,545 3,738 34.6% 47,556
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 5.172 5.080 4.649
R3 4.939 4.847 4.585
R2 4.706 4.706 4.564
R1 4.614 4.614 4.542 4.660
PP 4.473 4.473 4.473 4.497
S1 4.381 4.381 4.500 4.427
S2 4.240 4.240 4.478
S3 4.007 4.148 4.457
S4 3.774 3.915 4.393
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.802 6.505 4.985
R3 5.958 5.661 4.753
R2 5.114 5.114 4.676
R1 4.817 4.817 4.598 4.966
PP 4.270 4.270 4.270 4.344
S1 3.973 3.973 4.444 4.122
S2 3.426 3.426 4.366
S3 2.582 3.129 4.289
S4 1.738 2.285 4.057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.566 3.722 0.844 18.7% 0.245 5.4% 95% True False 9,511
10 4.566 3.520 1.046 23.1% 0.201 4.4% 96% True False 7,151
20 4.566 3.520 1.046 23.1% 0.169 3.7% 96% True False 5,607
40 4.820 3.520 1.300 28.8% 0.178 3.9% 77% False False 4,275
60 5.102 3.520 1.582 35.0% 0.178 3.9% 63% False False 3,601
80 5.648 3.520 2.128 47.1% 0.184 4.1% 47% False False 3,028
100 6.619 3.520 3.099 68.5% 0.188 4.2% 32% False False 2,577
120 7.211 3.520 3.691 81.6% 0.187 4.1% 27% False False 2,296
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 0.044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.556
2.618 5.176
1.618 4.943
1.000 4.799
0.618 4.710
HIGH 4.566
0.618 4.477
0.500 4.450
0.382 4.422
LOW 4.333
0.618 4.189
1.000 4.100
1.618 3.956
2.618 3.723
4.250 3.343
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 4.497 4.419
PP 4.473 4.317
S1 4.450 4.216

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

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