NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 5.155 5.064 -0.091 -1.8% 5.286
High 5.164 5.108 -0.056 -1.1% 5.310
Low 5.044 5.030 -0.014 -0.3% 5.000
Close 5.092 5.101 0.009 0.2% 5.027
Range 0.120 0.078 -0.042 -35.0% 0.310
ATR 0.159 0.153 -0.006 -3.6% 0.000
Volume 6,608 6,998 390 5.9% 45,684
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.314 5.285 5.144
R3 5.236 5.207 5.122
R2 5.158 5.158 5.115
R1 5.129 5.129 5.108 5.144
PP 5.080 5.080 5.080 5.087
S1 5.051 5.051 5.094 5.066
S2 5.002 5.002 5.087
S3 4.924 4.973 5.080
S4 4.846 4.895 5.058
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 5.165 4.996 0.169 3.3% 0.121 2.4% 62% False False 8,391
10 5.461 4.996 0.465 9.1% 0.125 2.5% 23% False False 9,359
20 5.860 4.996 0.864 16.9% 0.164 3.2% 12% False False 8,437
40 5.860 4.942 0.918 18.0% 0.163 3.2% 17% False False 6,312
60 6.170 4.942 1.228 24.1% 0.171 3.4% 13% False False 5,467
80 6.170 4.942 1.228 24.1% 0.182 3.6% 13% False False 4,973
100 6.170 4.942 1.228 24.1% 0.169 3.3% 13% False False 4,418
120 6.170 4.942 1.228 24.1% 0.169 3.3% 13% False False 4,064
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 5.440
2.618 5.312
1.618 5.234
1.000 5.186
0.618 5.156
HIGH 5.108
0.618 5.078
0.500 5.069
0.382 5.060
LOW 5.030
0.618 4.982
1.000 4.952
1.618 4.904
2.618 4.826
4.250 4.699
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 5.090 5.094
PP 5.080 5.087
S1 5.069 5.080

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

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