NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 4.158 4.025 -0.133 -3.2% 4.383
High 4.175 4.068 -0.107 -2.6% 4.437
Low 3.990 3.985 -0.005 -0.1% 3.985
Close 3.996 3.987 -0.009 -0.2% 3.987
Range 0.185 0.083 -0.102 -55.1% 0.452
ATR 0.206 0.197 -0.009 -4.3% 0.000
Volume 12,558 12,558 0 0.0% 54,981
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.262 4.208 4.033
R3 4.179 4.125 4.010
R2 4.096 4.096 4.002
R1 4.042 4.042 3.995 4.028
PP 4.013 4.013 4.013 4.006
S1 3.959 3.959 3.979 3.945
S2 3.930 3.930 3.972
S3 3.847 3.876 3.964
S4 3.764 3.793 3.941
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.492 5.192 4.236
R3 5.040 4.740 4.111
R2 4.588 4.588 4.070
R1 4.288 4.288 4.028 4.212
PP 4.136 4.136 4.136 4.099
S1 3.836 3.836 3.946 3.760
S2 3.684 3.684 3.904
S3 3.232 3.384 3.863
S4 2.780 2.932 3.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.437 3.985 0.452 11.3% 0.140 3.5% 0% False True 10,996
10 4.550 3.985 0.565 14.2% 0.160 4.0% 0% False True 10,906
20 4.933 3.985 0.948 23.8% 0.197 4.9% 0% False True 13,773
40 4.955 3.892 1.063 26.7% 0.223 5.6% 9% False False 12,930
60 4.955 3.754 1.201 30.1% 0.203 5.1% 19% False False 10,788
80 4.978 3.754 1.224 30.7% 0.199 5.0% 19% False False 9,788
100 5.351 3.754 1.597 40.1% 0.194 4.9% 15% False False 9,035
120 6.087 3.754 2.333 58.5% 0.196 4.9% 10% False False 8,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.040
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 4.421
2.618 4.285
1.618 4.202
1.000 4.151
0.618 4.119
HIGH 4.068
0.618 4.036
0.500 4.027
0.382 4.017
LOW 3.985
0.618 3.934
1.000 3.902
1.618 3.851
2.618 3.768
4.250 3.632
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 4.027 4.124
PP 4.013 4.078
S1 4.000 4.033

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

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