NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 5.021 5.040 0.019 0.4% 5.365
High 5.038 5.150 0.112 2.2% 5.365
Low 4.942 5.015 0.073 1.5% 5.050
Close 4.967 5.116 0.149 3.0% 5.073
Range 0.096 0.135 0.039 40.6% 0.315
ATR 0.161 0.163 0.002 1.0% 0.000
Volume 2,864 5,505 2,641 92.2% 21,702
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.499 5.442 5.190
R3 5.364 5.307 5.153
R2 5.229 5.229 5.141
R1 5.172 5.172 5.128 5.201
PP 5.094 5.094 5.094 5.108
S1 5.037 5.037 5.104 5.066
S2 4.959 4.959 5.091
S3 4.824 4.902 5.079
S4 4.689 4.767 5.042
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.108 5.905 5.246
R3 5.793 5.590 5.160
R2 5.478 5.478 5.131
R1 5.275 5.275 5.102 5.219
PP 5.163 5.163 5.163 5.135
S1 4.960 4.960 5.044 4.904
S2 4.848 4.848 5.015
S3 4.533 4.645 4.986
S4 4.218 4.330 4.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.202 4.942 0.260 5.1% 0.111 2.2% 67% False False 4,225
10 5.590 4.942 0.648 12.7% 0.120 2.4% 27% False False 4,050
20 6.085 4.942 1.143 22.3% 0.146 2.9% 15% False False 3,965
40 6.170 4.942 1.228 24.0% 0.183 3.6% 14% False False 3,829
60 6.170 4.942 1.228 24.0% 0.172 3.4% 14% False False 3,510
80 6.170 4.942 1.228 24.0% 0.165 3.2% 14% False False 3,165
100 6.170 4.942 1.228 24.0% 0.167 3.3% 14% False False 2,923
120 6.550 4.942 1.608 31.4% 0.164 3.2% 11% False False 2,707
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.724
2.618 5.503
1.618 5.368
1.000 5.285
0.618 5.233
HIGH 5.150
0.618 5.098
0.500 5.083
0.382 5.067
LOW 5.015
0.618 4.932
1.000 4.880
1.618 4.797
2.618 4.662
4.250 4.441
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 5.105 5.100
PP 5.094 5.085
S1 5.083 5.069

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

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