NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 4.532 4.750 0.218 4.8% 3.814
High 4.760 4.789 0.029 0.6% 4.566
Low 4.494 4.448 -0.046 -1.0% 3.722
Close 4.662 4.560 -0.102 -2.2% 4.521
Range 0.266 0.341 0.075 28.2% 0.844
ATR 0.194 0.205 0.010 5.4% 0.000
Volume 9,831 13,147 3,316 33.7% 47,556
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 5.622 5.432 4.748
R3 5.281 5.091 4.654
R2 4.940 4.940 4.623
R1 4.750 4.750 4.591 4.675
PP 4.599 4.599 4.599 4.561
S1 4.409 4.409 4.529 4.334
S2 4.258 4.258 4.497
S3 3.917 4.068 4.466
S4 3.576 3.727 4.372
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 4.789 4.092 0.697 15.3% 0.260 5.7% 67% True False 11,782
10 4.789 3.520 1.269 27.8% 0.234 5.1% 82% True False 9,611
20 4.789 3.520 1.269 27.8% 0.188 4.1% 82% True False 6,743
40 4.820 3.520 1.300 28.5% 0.189 4.1% 80% False False 4,946
60 4.820 3.520 1.300 28.5% 0.181 4.0% 80% False False 4,092
80 5.350 3.520 1.830 40.1% 0.187 4.1% 57% False False 3,401
100 6.619 3.520 3.099 68.0% 0.192 4.2% 34% False False 2,898
120 7.211 3.520 3.691 80.9% 0.189 4.1% 28% False False 2,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 6.238
2.618 5.682
1.618 5.341
1.000 5.130
0.618 5.000
HIGH 4.789
0.618 4.659
0.500 4.619
0.382 4.578
LOW 4.448
0.618 4.237
1.000 4.107
1.618 3.896
2.618 3.555
4.250 2.999
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 4.619 4.605
PP 4.599 4.590
S1 4.580 4.575

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

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