NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 4.735 4.722 -0.013 -0.3% 4.349
High 4.751 4.885 0.134 2.8% 4.774
Low 4.592 4.646 0.054 1.2% 4.264
Close 4.716 4.797 0.081 1.7% 4.673
Range 0.159 0.239 0.080 50.3% 0.510
ATR 0.178 0.182 0.004 2.4% 0.000
Volume 5,505 5,534 29 0.5% 27,564
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.493 5.384 4.928
R3 5.254 5.145 4.863
R2 5.015 5.015 4.841
R1 4.906 4.906 4.819 4.961
PP 4.776 4.776 4.776 4.803
S1 4.667 4.667 4.775 4.722
S2 4.537 4.537 4.753
S3 4.298 4.428 4.731
S4 4.059 4.189 4.666
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.100 5.897 4.954
R3 5.590 5.387 4.813
R2 5.080 5.080 4.767
R1 4.877 4.877 4.720 4.979
PP 4.570 4.570 4.570 4.621
S1 4.367 4.367 4.626 4.469
S2 4.060 4.060 4.580
S3 3.550 3.857 4.533
S4 3.040 3.347 4.393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.885 4.334 0.551 11.5% 0.231 4.8% 84% True False 5,815
10 4.885 4.264 0.621 12.9% 0.171 3.6% 86% True False 5,625
20 5.089 4.264 0.825 17.2% 0.150 3.1% 65% False False 4,647
40 5.515 4.264 1.251 26.1% 0.185 3.9% 43% False False 4,431
60 5.523 4.264 1.259 26.2% 0.183 3.8% 42% False False 3,989
80 5.523 4.264 1.259 26.2% 0.164 3.4% 42% False False 3,272
100 5.523 4.264 1.259 26.2% 0.162 3.4% 42% False False 2,848
120 5.975 4.264 1.711 35.7% 0.163 3.4% 31% False False 2,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.901
2.618 5.511
1.618 5.272
1.000 5.124
0.618 5.033
HIGH 4.885
0.618 4.794
0.500 4.766
0.382 4.737
LOW 4.646
0.618 4.498
1.000 4.407
1.618 4.259
2.618 4.020
4.250 3.630
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 4.787 4.772
PP 4.776 4.747
S1 4.766 4.722

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

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