NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 4.930 5.260 0.330 6.7% 4.680
High 5.261 5.260 -0.001 0.0% 5.135
Low 4.930 5.122 0.192 3.9% 4.605
Close 5.254 5.160 -0.094 -1.8% 4.873
Range 0.331 0.138 -0.193 -58.3% 0.530
ATR 0.206 0.201 -0.005 -2.4% 0.000
Volume 4,036 3,057 -979 -24.3% 15,677
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.595 5.515 5.236
R3 5.457 5.377 5.198
R2 5.319 5.319 5.185
R1 5.239 5.239 5.173 5.210
PP 5.181 5.181 5.181 5.166
S1 5.101 5.101 5.147 5.072
S2 5.043 5.043 5.135
S3 4.905 4.963 5.122
S4 4.767 4.825 5.084
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 6.461 6.197 5.165
R3 5.931 5.667 5.019
R2 5.401 5.401 4.970
R1 5.137 5.137 4.922 5.269
PP 4.871 4.871 4.871 4.937
S1 4.607 4.607 4.824 4.739
S2 4.341 4.341 4.776
S3 3.811 4.077 4.727
S4 3.281 3.547 4.582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.261 4.646 0.615 11.9% 0.238 4.6% 84% False False 4,142
10 5.267 4.605 0.662 12.8% 0.210 4.1% 84% False False 3,384
20 5.523 4.605 0.918 17.8% 0.201 3.9% 60% False False 3,474
40 5.523 4.434 1.089 21.1% 0.159 3.1% 67% False False 2,404
60 5.523 4.434 1.089 21.1% 0.155 3.0% 67% False False 2,027
80 5.975 4.434 1.541 29.9% 0.157 3.1% 47% False False 1,754
100 6.902 4.434 2.468 47.8% 0.159 3.1% 29% False False 1,591
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.847
2.618 5.621
1.618 5.483
1.000 5.398
0.618 5.345
HIGH 5.260
0.618 5.207
0.500 5.191
0.382 5.175
LOW 5.122
0.618 5.037
1.000 4.984
1.618 4.899
2.618 4.761
4.250 4.536
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 5.191 5.126
PP 5.181 5.092
S1 5.170 5.058

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

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