NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 4.480 4.532 0.052 1.2% 3.814
High 4.575 4.760 0.185 4.0% 4.566
Low 4.420 4.494 0.074 1.7% 3.722
Close 4.517 4.662 0.145 3.2% 4.521
Range 0.155 0.266 0.111 71.6% 0.844
ATR 0.189 0.194 0.006 2.9% 0.000
Volume 10,580 9,831 -749 -7.1% 47,556
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 5.437 5.315 4.808
R3 5.171 5.049 4.735
R2 4.905 4.905 4.711
R1 4.783 4.783 4.686 4.844
PP 4.639 4.639 4.639 4.669
S1 4.517 4.517 4.638 4.578
S2 4.373 4.373 4.613
S3 4.107 4.251 4.589
S4 3.841 3.985 4.516
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 4.760 3.865 0.895 19.2% 0.246 5.3% 89% True False 10,834
10 4.760 3.520 1.240 26.6% 0.217 4.7% 92% True False 8,690
20 4.760 3.520 1.240 26.6% 0.176 3.8% 92% True False 6,257
40 4.820 3.520 1.300 27.9% 0.182 3.9% 88% False False 4,668
60 4.850 3.520 1.330 28.5% 0.179 3.8% 86% False False 3,883
80 5.420 3.520 1.900 40.8% 0.184 3.9% 60% False False 3,247
100 6.619 3.520 3.099 66.5% 0.190 4.1% 37% False False 2,771
120 7.211 3.520 3.691 79.2% 0.187 4.0% 31% False False 2,454
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 0.046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.891
2.618 5.456
1.618 5.190
1.000 5.026
0.618 4.924
HIGH 4.760
0.618 4.658
0.500 4.627
0.382 4.596
LOW 4.494
0.618 4.330
1.000 4.228
1.618 4.064
2.618 3.798
4.250 3.364
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 4.650 4.624
PP 4.639 4.585
S1 4.627 4.547

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

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