NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 4.372 4.479 0.107 2.4% 4.626
High 4.473 4.531 0.058 1.3% 4.626
Low 4.356 4.314 -0.042 -1.0% 4.367
Close 4.445 4.344 -0.101 -2.3% 4.387
Range 0.117 0.217 0.100 85.5% 0.259
ATR 0.158 0.162 0.004 2.7% 0.000
Volume 6,194 5,968 -226 -3.6% 26,290
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.047 4.913 4.463
R3 4.830 4.696 4.404
R2 4.613 4.613 4.384
R1 4.479 4.479 4.364 4.438
PP 4.396 4.396 4.396 4.376
S1 4.262 4.262 4.324 4.221
S2 4.179 4.179 4.304
S3 3.962 4.045 4.284
S4 3.745 3.828 4.225
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.237 5.071 4.529
R3 4.978 4.812 4.458
R2 4.719 4.719 4.434
R1 4.553 4.553 4.411 4.507
PP 4.460 4.460 4.460 4.437
S1 4.294 4.294 4.363 4.248
S2 4.201 4.201 4.340
S3 3.942 4.035 4.316
S4 3.683 3.776 4.245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.531 4.264 0.267 6.1% 0.110 2.5% 30% True False 5,434
10 4.837 4.264 0.573 13.2% 0.116 2.7% 14% False False 4,841
20 5.445 4.264 1.181 27.2% 0.137 3.2% 7% False False 4,194
40 5.515 4.264 1.251 28.8% 0.175 4.0% 6% False False 4,053
60 5.523 4.264 1.259 29.0% 0.171 3.9% 6% False False 3,596
80 5.523 4.264 1.259 29.0% 0.161 3.7% 6% False False 2,999
100 5.523 4.264 1.259 29.0% 0.159 3.7% 6% False False 2,598
120 5.975 4.264 1.711 39.4% 0.159 3.7% 5% False False 2,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.453
2.618 5.099
1.618 4.882
1.000 4.748
0.618 4.665
HIGH 4.531
0.618 4.448
0.500 4.423
0.382 4.397
LOW 4.314
0.618 4.180
1.000 4.097
1.618 3.963
2.618 3.746
4.250 3.392
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 4.423 4.398
PP 4.396 4.380
S1 4.370 4.362

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

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