NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 5.015 5.308 0.293 5.8% 5.021
High 5.321 5.412 0.091 1.7% 5.412
Low 5.015 5.199 0.184 3.7% 4.942
Close 5.314 5.316 0.002 0.0% 5.316
Range 0.306 0.213 -0.093 -30.4% 0.470
ATR 0.175 0.178 0.003 1.5% 0.000
Volume 4,562 5,387 825 18.1% 22,962
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.948 5.845 5.433
R3 5.735 5.632 5.375
R2 5.522 5.522 5.355
R1 5.419 5.419 5.336 5.471
PP 5.309 5.309 5.309 5.335
S1 5.206 5.206 5.296 5.258
S2 5.096 5.096 5.277
S3 4.883 4.993 5.257
S4 4.670 4.780 5.199
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.633 6.445 5.575
R3 6.163 5.975 5.445
R2 5.693 5.693 5.402
R1 5.505 5.505 5.359 5.599
PP 5.223 5.223 5.223 5.271
S1 5.035 5.035 5.273 5.129
S2 4.753 4.753 5.230
S3 4.283 4.565 5.187
S4 3.813 4.095 5.058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.412 4.942 0.470 8.8% 0.189 3.6% 80% True False 4,592
10 5.412 4.942 0.470 8.8% 0.161 3.0% 80% True False 4,466
20 5.815 4.942 0.873 16.4% 0.152 2.9% 43% False False 4,064
40 6.170 4.942 1.228 23.1% 0.184 3.5% 30% False False 3,985
60 6.170 4.942 1.228 23.1% 0.180 3.4% 30% False False 3,622
80 6.170 4.942 1.228 23.1% 0.169 3.2% 30% False False 3,283
100 6.170 4.942 1.228 23.1% 0.170 3.2% 30% False False 3,023
120 6.550 4.942 1.608 30.2% 0.166 3.1% 23% False False 2,797
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.317
2.618 5.970
1.618 5.757
1.000 5.625
0.618 5.544
HIGH 5.412
0.618 5.331
0.500 5.306
0.382 5.280
LOW 5.199
0.618 5.067
1.000 4.986
1.618 4.854
2.618 4.641
4.250 4.294
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 5.313 5.279
PP 5.309 5.241
S1 5.306 5.204

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

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