NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 4.300 4.037 -0.263 -6.1% 4.340
High 4.317 4.239 -0.078 -1.8% 4.575
Low 4.083 3.997 -0.086 -2.1% 4.083
Close 4.098 4.139 0.041 1.0% 4.098
Range 0.234 0.242 0.008 3.4% 0.492
ATR 0.226 0.227 0.001 0.5% 0.000
Volume 111,717 63,989 -47,728 -42.7% 518,114
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 4.851 4.737 4.272
R3 4.609 4.495 4.206
R2 4.367 4.367 4.183
R1 4.253 4.253 4.161 4.310
PP 4.125 4.125 4.125 4.154
S1 4.011 4.011 4.117 4.068
S2 3.883 3.883 4.095
S3 3.641 3.769 4.072
S4 3.399 3.527 4.006
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.728 5.405 4.369
R3 5.236 4.913 4.233
R2 4.744 4.744 4.188
R1 4.421 4.421 4.143 4.337
PP 4.252 4.252 4.252 4.210
S1 3.929 3.929 4.053 3.845
S2 3.760 3.760 4.008
S3 3.268 3.437 3.963
S4 2.776 2.945 3.827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.575 3.997 0.578 14.0% 0.270 6.5% 25% False True 98,325
10 4.575 3.570 1.005 24.3% 0.261 6.3% 57% False False 94,091
20 4.575 3.251 1.324 32.0% 0.213 5.2% 67% False False 68,980
40 4.589 3.251 1.338 32.3% 0.206 5.0% 66% False False 43,251
60 4.609 3.251 1.358 32.8% 0.212 5.1% 65% False False 31,685
80 5.140 3.251 1.889 45.6% 0.213 5.2% 47% False False 24,916
100 6.413 3.251 3.162 76.4% 0.217 5.2% 28% False False 20,302
120 6.995 3.251 3.744 90.5% 0.216 5.2% 24% False False 17,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.268
2.618 4.873
1.618 4.631
1.000 4.481
0.618 4.389
HIGH 4.239
0.618 4.147
0.500 4.118
0.382 4.089
LOW 3.997
0.618 3.847
1.000 3.755
1.618 3.605
2.618 3.363
4.250 2.969
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 4.132 4.173
PP 4.125 4.162
S1 4.118 4.150

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

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