NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 4.750 4.457 -0.293 -6.2% 3.814
High 4.789 4.582 -0.207 -4.3% 4.566
Low 4.448 4.356 -0.092 -2.1% 3.722
Close 4.560 4.524 -0.036 -0.8% 4.521
Range 0.341 0.226 -0.115 -33.7% 0.844
ATR 0.205 0.206 0.002 0.7% 0.000
Volume 13,147 19,662 6,515 49.6% 47,556
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 5.165 5.071 4.648
R3 4.939 4.845 4.586
R2 4.713 4.713 4.565
R1 4.619 4.619 4.545 4.666
PP 4.487 4.487 4.487 4.511
S1 4.393 4.393 4.503 4.440
S2 4.261 4.261 4.483
S3 4.035 4.167 4.462
S4 3.809 3.941 4.400
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 4.333 0.456 10.1% 0.244 5.4% 42% False False 13,553
10 4.789 3.642 1.147 25.4% 0.241 5.3% 77% False False 10,809
20 4.789 3.520 1.269 28.1% 0.191 4.2% 79% False False 7,603
40 4.820 3.520 1.300 28.7% 0.190 4.2% 77% False False 5,394
60 4.820 3.520 1.300 28.7% 0.182 4.0% 77% False False 4,395
80 5.350 3.520 1.830 40.5% 0.187 4.1% 55% False False 3,638
100 6.619 3.520 3.099 68.5% 0.193 4.3% 32% False False 3,087
120 7.153 3.520 3.633 80.3% 0.189 4.2% 28% False False 2,708
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 0.045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.543
2.618 5.174
1.618 4.948
1.000 4.808
0.618 4.722
HIGH 4.582
0.618 4.496
0.500 4.469
0.382 4.442
LOW 4.356
0.618 4.216
1.000 4.130
1.618 3.990
2.618 3.764
4.250 3.396
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 4.506 4.573
PP 4.487 4.556
S1 4.469 4.540

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

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