NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 3.347 3.393 0.046 1.4% 3.390
High 3.415 3.591 0.176 5.2% 3.591
Low 3.251 3.361 0.110 3.4% 3.251
Close 3.373 3.546 0.173 5.1% 3.546
Range 0.164 0.230 0.066 40.2% 0.340
ATR 0.180 0.184 0.004 2.0% 0.000
Volume 57,742 61,289 3,547 6.1% 248,424
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.189 4.098 3.673
R3 3.959 3.868 3.609
R2 3.729 3.729 3.588
R1 3.638 3.638 3.567 3.684
PP 3.499 3.499 3.499 3.522
S1 3.408 3.408 3.525 3.454
S2 3.269 3.269 3.504
S3 3.039 3.178 3.483
S4 2.809 2.948 3.420
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.483 4.354 3.733
R3 4.143 4.014 3.640
R2 3.803 3.803 3.608
R1 3.674 3.674 3.577 3.739
PP 3.463 3.463 3.463 3.495
S1 3.334 3.334 3.515 3.399
S2 3.123 3.123 3.484
S3 2.783 2.994 3.453
S4 2.443 2.654 3.359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.591 3.251 0.340 9.6% 0.175 4.9% 87% True False 49,684
10 3.892 3.251 0.641 18.1% 0.163 4.6% 46% False False 39,612
20 3.987 3.251 0.736 20.8% 0.169 4.8% 40% False False 31,137
40 4.609 3.251 1.358 38.3% 0.195 5.5% 22% False False 20,934
60 5.140 3.251 1.889 53.3% 0.203 5.7% 16% False False 15,837
80 6.278 3.251 3.027 85.4% 0.208 5.9% 10% False False 12,600
100 6.413 3.251 3.162 89.2% 0.208 5.9% 9% False False 10,375
120 7.532 3.251 4.281 120.7% 0.213 6.0% 7% False False 8,869
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 0.034
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.569
2.618 4.193
1.618 3.963
1.000 3.821
0.618 3.733
HIGH 3.591
0.618 3.503
0.500 3.476
0.382 3.449
LOW 3.361
0.618 3.219
1.000 3.131
1.618 2.989
2.618 2.759
4.250 2.384
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 3.523 3.504
PP 3.499 3.463
S1 3.476 3.421

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

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