NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 5.140 5.135 -0.005 -0.1% 5.690
High 5.174 5.202 0.028 0.5% 5.730
Low 5.088 5.110 0.022 0.4% 5.371
Close 5.116 5.132 0.016 0.3% 5.400
Range 0.086 0.092 0.006 7.0% 0.359
ATR 0.170 0.165 -0.006 -3.3% 0.000
Volume 3,682 5,040 1,358 36.9% 15,050
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.424 5.370 5.183
R3 5.332 5.278 5.157
R2 5.240 5.240 5.149
R1 5.186 5.186 5.140 5.167
PP 5.148 5.148 5.148 5.139
S1 5.094 5.094 5.124 5.075
S2 5.056 5.056 5.115
S3 4.964 5.002 5.107
S4 4.872 4.910 5.081
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.577 6.348 5.597
R3 6.218 5.989 5.499
R2 5.859 5.859 5.466
R1 5.630 5.630 5.433 5.565
PP 5.500 5.500 5.500 5.468
S1 5.271 5.271 5.367 5.206
S2 5.141 5.141 5.334
S3 4.782 4.912 5.301
S4 4.423 4.553 5.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.440 5.088 0.352 6.9% 0.117 2.3% 13% False False 4,306
10 5.764 5.088 0.676 13.2% 0.131 2.5% 7% False False 3,570
20 6.170 5.088 1.082 21.1% 0.164 3.2% 4% False False 3,934
40 6.170 5.088 1.082 21.1% 0.185 3.6% 4% False False 3,730
60 6.170 5.088 1.082 21.1% 0.173 3.4% 4% False False 3,422
80 6.170 5.088 1.082 21.1% 0.173 3.4% 4% False False 3,149
100 6.170 5.088 1.082 21.1% 0.166 3.2% 4% False False 2,868
120 6.560 5.088 1.472 28.7% 0.165 3.2% 3% False False 2,642
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.593
2.618 5.443
1.618 5.351
1.000 5.294
0.618 5.259
HIGH 5.202
0.618 5.167
0.500 5.156
0.382 5.145
LOW 5.110
0.618 5.053
1.000 5.018
1.618 4.961
2.618 4.869
4.250 4.719
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 5.156 5.195
PP 5.148 5.174
S1 5.140 5.153

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

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