NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 4.626 4.572 -0.054 -1.2% 5.069
High 4.626 4.593 -0.033 -0.7% 5.069
Low 4.448 4.440 -0.008 -0.2% 4.685
Close 4.572 4.482 -0.090 -2.0% 4.707
Range 0.178 0.153 -0.025 -14.0% 0.384
ATR 0.178 0.177 -0.002 -1.0% 0.000
Volume 3,993 5,299 1,306 32.7% 15,525
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.964 4.876 4.566
R3 4.811 4.723 4.524
R2 4.658 4.658 4.510
R1 4.570 4.570 4.496 4.538
PP 4.505 4.505 4.505 4.489
S1 4.417 4.417 4.468 4.385
S2 4.352 4.352 4.454
S3 4.199 4.264 4.440
S4 4.046 4.111 4.398
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.972 5.724 4.918
R3 5.588 5.340 4.813
R2 5.204 5.204 4.777
R1 4.956 4.956 4.742 4.888
PP 4.820 4.820 4.820 4.787
S1 4.572 4.572 4.672 4.504
S2 4.436 4.436 4.637
S3 4.052 4.188 4.601
S4 3.668 3.804 4.496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.905 4.440 0.465 10.4% 0.129 2.9% 9% False True 3,960
10 5.089 4.440 0.649 14.5% 0.136 3.0% 6% False True 3,474
20 5.515 4.440 1.075 24.0% 0.172 3.8% 4% False True 4,086
40 5.523 4.440 1.083 24.2% 0.190 4.2% 4% False True 3,827
60 5.523 4.434 1.089 24.3% 0.172 3.8% 4% False False 3,168
80 5.523 4.434 1.089 24.3% 0.165 3.7% 4% False False 2,690
100 5.690 4.434 1.256 28.0% 0.161 3.6% 4% False False 2,336
120 6.162 4.434 1.728 38.6% 0.162 3.6% 3% False False 2,116
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.243
2.618 4.994
1.618 4.841
1.000 4.746
0.618 4.688
HIGH 4.593
0.618 4.535
0.500 4.517
0.382 4.498
LOW 4.440
0.618 4.345
1.000 4.287
1.618 4.192
2.618 4.039
4.250 3.790
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 4.517 4.600
PP 4.505 4.561
S1 4.494 4.521

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

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