NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 4.250 4.235 -0.015 -0.4% 4.040
High 4.330 4.368 0.038 0.9% 4.055
Low 4.139 4.172 0.033 0.8% 3.699
Close 4.275 4.328 0.053 1.2% 3.909
Range 0.191 0.196 0.005 2.6% 0.356
ATR 0.230 0.228 -0.002 -1.1% 0.000
Volume 45,013 30,455 -14,558 -32.3% 80,101
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.877 4.799 4.436
R3 4.681 4.603 4.382
R2 4.485 4.485 4.364
R1 4.407 4.407 4.346 4.446
PP 4.289 4.289 4.289 4.309
S1 4.211 4.211 4.310 4.250
S2 4.093 4.093 4.292
S3 3.897 4.015 4.274
S4 3.701 3.819 4.220
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.956 4.788 4.105
R3 4.600 4.432 4.007
R2 4.244 4.244 3.974
R1 4.076 4.076 3.942 3.982
PP 3.888 3.888 3.888 3.841
S1 3.720 3.720 3.876 3.626
S2 3.532 3.532 3.844
S3 3.176 3.364 3.811
S4 2.820 3.008 3.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 3.746 0.675 15.6% 0.279 6.5% 86% False False 27,753
10 4.421 3.699 0.722 16.7% 0.242 5.6% 87% False False 21,939
20 4.421 3.584 0.837 19.3% 0.222 5.1% 89% False False 20,092
40 4.933 3.584 1.349 31.2% 0.209 4.8% 55% False False 16,978
60 4.955 3.584 1.371 31.7% 0.221 5.1% 54% False False 15,488
80 4.955 3.584 1.371 31.7% 0.207 4.8% 54% False False 13,520
100 4.978 3.584 1.394 32.2% 0.203 4.7% 53% False False 12,128
120 4.978 3.584 1.394 32.2% 0.198 4.6% 53% False False 11,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.201
2.618 4.881
1.618 4.685
1.000 4.564
0.618 4.489
HIGH 4.368
0.618 4.293
0.500 4.270
0.382 4.247
LOW 4.172
0.618 4.051
1.000 3.976
1.618 3.855
2.618 3.659
4.250 3.339
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 4.309 4.264
PP 4.289 4.201
S1 4.270 4.137

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

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