NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 3.655 3.956 0.301 8.2% 3.662
High 4.029 4.136 0.107 2.7% 4.136
Low 3.643 3.902 0.259 7.1% 3.584
Close 4.020 4.028 0.008 0.2% 4.028
Range 0.386 0.234 -0.152 -39.4% 0.552
ATR 0.199 0.202 0.002 1.2% 0.000
Volume 20,305 31,997 11,692 57.6% 101,685
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.724 4.610 4.157
R3 4.490 4.376 4.092
R2 4.256 4.256 4.071
R1 4.142 4.142 4.049 4.199
PP 4.022 4.022 4.022 4.051
S1 3.908 3.908 4.007 3.965
S2 3.788 3.788 3.985
S3 3.554 3.674 3.964
S4 3.320 3.440 3.899
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.572 5.352 4.332
R3 5.020 4.800 4.180
R2 4.468 4.468 4.129
R1 4.248 4.248 4.079 4.358
PP 3.916 3.916 3.916 3.971
S1 3.696 3.696 3.977 3.806
S2 3.364 3.364 3.927
S3 2.812 3.144 3.876
S4 2.260 2.592 3.724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.136 3.584 0.552 13.7% 0.229 5.7% 80% True False 20,337
10 4.136 3.584 0.552 13.7% 0.189 4.7% 80% True False 18,095
20 4.550 3.584 0.966 24.0% 0.175 4.3% 46% False False 14,501
40 4.933 3.584 1.349 33.5% 0.211 5.2% 33% False False 14,552
60 4.955 3.584 1.371 34.0% 0.211 5.2% 32% False False 12,850
80 4.965 3.584 1.381 34.3% 0.198 4.9% 32% False False 11,205
100 4.978 3.584 1.394 34.6% 0.196 4.9% 32% False False 10,321
120 5.499 3.584 1.915 47.5% 0.196 4.9% 23% False False 9,440
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 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.131
2.618 4.749
1.618 4.515
1.000 4.370
0.618 4.281
HIGH 4.136
0.618 4.047
0.500 4.019
0.382 3.991
LOW 3.902
0.618 3.757
1.000 3.668
1.618 3.523
2.618 3.289
4.250 2.908
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 4.025 3.981
PP 4.022 3.933
S1 4.019 3.886

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

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