NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 3.849 3.667 -0.182 -4.7% 3.717
High 3.892 3.693 -0.199 -5.1% 3.916
Low 3.650 3.574 -0.076 -2.1% 3.642
Close 3.667 3.635 -0.032 -0.9% 3.862
Range 0.242 0.119 -0.123 -50.8% 0.274
ATR 0.204 0.198 -0.006 -3.0% 0.000
Volume 26,635 28,178 1,543 5.8% 153,820
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 3.991 3.932 3.700
R3 3.872 3.813 3.668
R2 3.753 3.753 3.657
R1 3.694 3.694 3.646 3.664
PP 3.634 3.634 3.634 3.619
S1 3.575 3.575 3.624 3.545
S2 3.515 3.515 3.613
S3 3.396 3.456 3.602
S4 3.277 3.337 3.570
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.629 4.519 4.013
R3 4.355 4.245 3.937
R2 4.081 4.081 3.912
R1 3.971 3.971 3.887 4.026
PP 3.807 3.807 3.807 3.834
S1 3.697 3.697 3.837 3.752
S2 3.533 3.533 3.812
S3 3.259 3.423 3.787
S4 2.985 3.149 3.711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.916 3.574 0.342 9.4% 0.181 5.0% 18% False True 32,785
10 3.958 3.574 0.384 10.6% 0.176 4.9% 16% False True 25,694
20 4.589 3.574 1.015 27.9% 0.198 5.4% 6% False True 18,465
40 4.609 3.574 1.035 28.5% 0.211 5.8% 6% False True 13,637
60 5.140 3.574 1.566 43.1% 0.212 5.8% 4% False True 10,637
80 6.413 3.574 2.839 78.1% 0.215 5.9% 2% False True 8,464
100 6.995 3.574 3.421 94.1% 0.216 5.9% 2% False True 7,074
120 7.599 3.574 4.025 110.7% 0.221 6.1% 2% False True 6,121
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.199
2.618 4.005
1.618 3.886
1.000 3.812
0.618 3.767
HIGH 3.693
0.618 3.648
0.500 3.634
0.382 3.619
LOW 3.574
0.618 3.500
1.000 3.455
1.618 3.381
2.618 3.262
4.250 3.068
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 3.635 3.745
PP 3.634 3.708
S1 3.634 3.672

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

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