NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 3.595 3.480 -0.115 -3.2% 4.037
High 3.638 3.589 -0.049 -1.3% 4.239
Low 3.478 3.388 -0.090 -2.6% 3.478
Close 3.515 3.537 0.022 0.6% 3.515
Range 0.160 0.201 0.041 25.6% 0.761
ATR 0.240 0.238 -0.003 -1.2% 0.000
Volume 97,805 53,970 -43,835 -44.8% 432,068
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 4.108 4.023 3.648
R3 3.907 3.822 3.592
R2 3.706 3.706 3.574
R1 3.621 3.621 3.555 3.664
PP 3.505 3.505 3.505 3.526
S1 3.420 3.420 3.519 3.463
S2 3.304 3.304 3.500
S3 3.103 3.219 3.482
S4 2.902 3.018 3.426
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.027 5.532 3.934
R3 5.266 4.771 3.724
R2 4.505 4.505 3.655
R1 4.010 4.010 3.585 3.877
PP 3.744 3.744 3.744 3.678
S1 3.249 3.249 3.445 3.116
S2 2.983 2.983 3.375
S3 2.222 2.488 3.306
S4 1.461 1.727 3.096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.206 3.388 0.818 23.1% 0.265 7.5% 18% False True 84,409
10 4.575 3.388 1.187 33.6% 0.267 7.6% 13% False True 91,367
20 4.575 3.251 1.324 37.4% 0.248 7.0% 22% False False 82,413
40 4.575 3.251 1.324 37.4% 0.209 5.9% 22% False False 52,664
60 4.609 3.251 1.358 38.4% 0.217 6.1% 21% False False 38,330
80 5.140 3.251 1.889 53.4% 0.218 6.2% 15% False False 30,010
100 6.413 3.251 3.162 89.4% 0.221 6.2% 9% False False 24,461
120 6.760 3.251 3.509 99.2% 0.215 6.1% 8% False False 20,633
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 0.047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.443
2.618 4.115
1.618 3.914
1.000 3.790
0.618 3.713
HIGH 3.589
0.618 3.512
0.500 3.489
0.382 3.465
LOW 3.388
0.618 3.264
1.000 3.187
1.618 3.063
2.618 2.862
4.250 2.534
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 3.521 3.696
PP 3.505 3.643
S1 3.489 3.590

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

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