NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 3.193 3.003 -0.190 -6.0% 3.200
High 3.220 3.084 -0.136 -4.2% 3.377
Low 3.017 2.914 -0.103 -3.4% 3.017
Close 3.033 2.977 -0.056 -1.8% 3.033
Range 0.203 0.170 -0.033 -16.3% 0.360
ATR 0.190 0.189 -0.001 -0.8% 0.000
Volume 118,078 86,559 -31,519 -26.7% 401,941
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 3.502 3.409 3.071
R3 3.332 3.239 3.024
R2 3.162 3.162 3.008
R1 3.069 3.069 2.993 3.031
PP 2.992 2.992 2.992 2.972
S1 2.899 2.899 2.961 2.861
S2 2.822 2.822 2.946
S3 2.652 2.729 2.930
S4 2.482 2.559 2.884
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 4.222 3.988 3.231
R3 3.862 3.628 3.132
R2 3.502 3.502 3.099
R1 3.268 3.268 3.066 3.205
PP 3.142 3.142 3.142 3.111
S1 2.908 2.908 3.000 2.845
S2 2.782 2.782 2.967
S3 2.422 2.548 2.934
S4 2.062 2.188 2.835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.375 2.914 0.461 15.5% 0.167 5.6% 14% False True 84,328
10 3.619 2.914 0.705 23.7% 0.172 5.8% 9% False True 75,544
20 4.368 2.914 1.454 48.8% 0.180 6.1% 4% False True 65,911
40 4.421 2.914 1.507 50.6% 0.197 6.6% 4% False True 41,956
60 4.933 2.914 2.019 67.8% 0.199 6.7% 3% False True 32,515
80 4.955 2.914 2.041 68.6% 0.211 7.1% 3% False True 27,436
100 4.955 2.914 2.041 68.6% 0.201 6.7% 3% False True 23,350
120 4.978 2.914 2.064 69.3% 0.198 6.7% 3% False True 20,561
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.807
2.618 3.529
1.618 3.359
1.000 3.254
0.618 3.189
HIGH 3.084
0.618 3.019
0.500 2.999
0.382 2.979
LOW 2.914
0.618 2.809
1.000 2.744
1.618 2.639
2.618 2.469
4.250 2.192
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 2.999 3.112
PP 2.992 3.067
S1 2.984 3.022

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

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