NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 5.042 5.030 -0.012 -0.2% 5.286
High 5.119 5.155 0.036 0.7% 5.310
Low 5.000 4.996 -0.004 -0.1% 5.000
Close 5.027 5.130 0.103 2.0% 5.027
Range 0.119 0.159 0.040 33.6% 0.310
ATR 0.162 0.162 0.000 -0.1% 0.000
Volume 12,606 9,278 -3,328 -26.4% 45,684
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.571 5.509 5.217
R3 5.412 5.350 5.174
R2 5.253 5.253 5.159
R1 5.191 5.191 5.145 5.222
PP 5.094 5.094 5.094 5.109
S1 5.032 5.032 5.115 5.063
S2 4.935 4.935 5.101
S3 4.776 4.873 5.086
S4 4.617 4.714 5.043
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.042 5.845 5.198
R3 5.732 5.535 5.112
R2 5.422 5.422 5.084
R1 5.225 5.225 5.055 5.169
PP 5.112 5.112 5.112 5.084
S1 4.915 4.915 4.999 4.859
S2 4.802 4.802 4.970
S3 4.492 4.605 4.942
S4 4.182 4.295 4.857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.234 4.996 0.238 4.6% 0.127 2.5% 56% False True 9,166
10 5.530 4.996 0.534 10.4% 0.131 2.6% 25% False True 9,417
20 5.860 4.996 0.864 16.8% 0.173 3.4% 16% False True 8,057
40 5.860 4.942 0.918 17.9% 0.164 3.2% 20% False False 6,098
60 6.170 4.942 1.228 23.9% 0.176 3.4% 15% False False 5,404
80 6.170 4.942 1.228 23.9% 0.183 3.6% 15% False False 4,854
100 6.170 4.942 1.228 23.9% 0.168 3.3% 15% False False 4,323
120 6.170 4.942 1.228 23.9% 0.169 3.3% 15% False False 3,979
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.831
2.618 5.571
1.618 5.412
1.000 5.314
0.618 5.253
HIGH 5.155
0.618 5.094
0.500 5.076
0.382 5.057
LOW 4.996
0.618 4.898
1.000 4.837
1.618 4.739
2.618 4.580
4.250 4.320
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 5.112 5.114
PP 5.094 5.097
S1 5.076 5.081

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

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