NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 3.956 4.000 0.044 1.1% 3.662
High 4.136 4.121 -0.015 -0.4% 4.136
Low 3.902 3.891 -0.011 -0.3% 3.584
Close 4.028 4.045 0.017 0.4% 4.028
Range 0.234 0.230 -0.004 -1.7% 0.552
ATR 0.202 0.204 0.002 1.0% 0.000
Volume 31,997 15,831 -16,166 -50.5% 101,685
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.709 4.607 4.172
R3 4.479 4.377 4.108
R2 4.249 4.249 4.087
R1 4.147 4.147 4.066 4.198
PP 4.019 4.019 4.019 4.045
S1 3.917 3.917 4.024 3.968
S2 3.789 3.789 4.003
S3 3.559 3.687 3.982
S4 3.329 3.457 3.919
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 3.635 0.501 12.4% 0.252 6.2% 82% False False 20,895
10 4.136 3.584 0.552 13.6% 0.184 4.6% 84% False False 18,363
20 4.470 3.584 0.886 21.9% 0.174 4.3% 52% False False 14,908
40 4.933 3.584 1.349 33.3% 0.213 5.3% 34% False False 14,657
60 4.955 3.584 1.371 33.9% 0.212 5.2% 34% False False 12,989
80 4.955 3.584 1.371 33.9% 0.196 4.8% 34% False False 11,311
100 4.978 3.584 1.394 34.5% 0.197 4.9% 33% False False 10,421
120 5.499 3.584 1.915 47.3% 0.196 4.9% 24% False False 9,531
Crabel Price Patterns
NR True
NR4 True
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 0.043
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.099
2.618 4.723
1.618 4.493
1.000 4.351
0.618 4.263
HIGH 4.121
0.618 4.033
0.500 4.006
0.382 3.979
LOW 3.891
0.618 3.749
1.000 3.661
1.618 3.519
2.618 3.289
4.250 2.914
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 4.032 3.993
PP 4.019 3.941
S1 4.006 3.890

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

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