NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 4.550 4.400 -0.150 -3.3% 4.545
High 4.561 4.551 -0.010 -0.2% 4.830
Low 4.408 4.400 -0.008 -0.2% 4.408
Close 4.421 4.465 0.044 1.0% 4.421
Range 0.153 0.151 -0.002 -1.3% 0.422
ATR 0.194 0.191 -0.003 -1.6% 0.000
Volume 8,314 5,544 -2,770 -33.3% 48,872
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 4.925 4.846 4.548
R3 4.774 4.695 4.507
R2 4.623 4.623 4.493
R1 4.544 4.544 4.479 4.584
PP 4.472 4.472 4.472 4.492
S1 4.393 4.393 4.451 4.433
S2 4.321 4.321 4.437
S3 4.170 4.242 4.423
S4 4.019 4.091 4.382
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.819 5.542 4.653
R3 5.397 5.120 4.537
R2 4.975 4.975 4.498
R1 4.698 4.698 4.460 4.626
PP 4.553 4.553 4.553 4.517
S1 4.276 4.276 4.382 4.204
S2 4.131 4.131 4.344
S3 3.709 3.854 4.305
S4 3.287 3.432 4.189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.830 4.400 0.430 9.6% 0.211 4.7% 15% False True 9,190
10 4.830 3.907 0.923 20.7% 0.208 4.7% 60% False False 8,156
20 4.830 3.596 1.234 27.6% 0.173 3.9% 70% False False 5,585
40 4.858 3.596 1.262 28.3% 0.161 3.6% 69% False False 3,854
60 4.860 3.596 1.264 28.3% 0.171 3.8% 69% False False 3,188
80 5.392 3.596 1.796 40.2% 0.175 3.9% 48% False False 2,689
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.193
2.618 4.946
1.618 4.795
1.000 4.702
0.618 4.644
HIGH 4.551
0.618 4.493
0.500 4.476
0.382 4.458
LOW 4.400
0.618 4.307
1.000 4.249
1.618 4.156
2.618 4.005
4.250 3.758
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 4.476 4.535
PP 4.472 4.511
S1 4.469 4.488

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

View Archives - Comment on this page... - Back to Index of Symbols