NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 3.365 3.469 0.104 3.1% 3.849
High 3.466 3.525 0.059 1.7% 3.892
Low 3.298 3.339 0.041 1.2% 3.367
Close 3.440 3.403 -0.037 -1.1% 3.402
Range 0.168 0.186 0.018 10.7% 0.525
ATR 0.181 0.182 0.000 0.2% 0.000
Volume 46,798 50,263 3,465 7.4% 147,699
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 3.980 3.878 3.505
R3 3.794 3.692 3.454
R2 3.608 3.608 3.437
R1 3.506 3.506 3.420 3.464
PP 3.422 3.422 3.422 3.402
S1 3.320 3.320 3.386 3.278
S2 3.236 3.236 3.369
S3 3.050 3.134 3.352
S4 2.864 2.948 3.301
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.129 4.790 3.691
R3 4.604 4.265 3.546
R2 4.079 4.079 3.498
R1 3.740 3.740 3.450 3.647
PP 3.554 3.554 3.554 3.507
S1 3.215 3.215 3.354 3.122
S2 3.029 3.029 3.306
S3 2.504 2.690 3.258
S4 1.979 2.165 3.113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.649 3.261 0.388 11.4% 0.163 4.8% 37% False False 38,785
10 3.916 3.261 0.655 19.2% 0.165 4.9% 22% False False 34,645
20 4.102 3.261 0.841 24.7% 0.174 5.1% 17% False False 26,636
40 4.609 3.261 1.348 39.6% 0.198 5.8% 11% False False 18,304
60 5.140 3.261 1.879 55.2% 0.204 6.0% 8% False False 14,024
80 6.413 3.261 3.152 92.6% 0.209 6.1% 5% False False 11,153
100 6.544 3.261 3.283 96.5% 0.209 6.1% 4% False False 9,219
120 7.573 3.261 4.312 126.7% 0.213 6.3% 3% False False 7,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.316
2.618 4.012
1.618 3.826
1.000 3.711
0.618 3.640
HIGH 3.525
0.618 3.454
0.500 3.432
0.382 3.410
LOW 3.339
0.618 3.224
1.000 3.153
1.618 3.038
2.618 2.852
4.250 2.549
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 3.432 3.400
PP 3.422 3.396
S1 3.413 3.393

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

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