NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 4.080 4.040 -0.040 -1.0% 3.859
High 4.159 4.105 -0.054 -1.3% 4.387
Low 4.014 3.860 -0.154 -3.8% 3.825
Close 4.032 3.933 -0.099 -2.5% 4.032
Range 0.145 0.245 0.100 69.0% 0.562
ATR 0.262 0.261 -0.001 -0.5% 0.000
Volume 101,294 69,266 -32,028 -31.6% 631,261
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.701 4.562 4.068
R3 4.456 4.317 4.000
R2 4.211 4.211 3.978
R1 4.072 4.072 3.955 4.019
PP 3.966 3.966 3.966 3.940
S1 3.827 3.827 3.911 3.774
S2 3.721 3.721 3.888
S3 3.476 3.582 3.866
S4 3.231 3.337 3.798
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.767 5.462 4.341
R3 5.205 4.900 4.187
R2 4.643 4.643 4.135
R1 4.338 4.338 4.084 4.491
PP 4.081 4.081 4.081 4.158
S1 3.776 3.776 3.980 3.929
S2 3.519 3.519 3.929
S3 2.957 3.214 3.877
S4 2.395 2.652 3.723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.387 3.860 0.527 13.4% 0.246 6.3% 14% False True 114,211
10 4.387 3.656 0.731 18.6% 0.260 6.6% 38% False False 120,601
20 4.387 3.500 0.887 22.6% 0.272 6.9% 49% False False 109,300
40 4.690 3.395 1.295 32.9% 0.256 6.5% 42% False False 68,452
60 4.690 3.395 1.295 32.9% 0.225 5.7% 42% False False 48,975
80 4.721 3.395 1.326 33.7% 0.220 5.6% 41% False False 38,206
100 5.280 3.395 1.885 47.9% 0.216 5.5% 29% False False 31,448
120 6.521 3.395 3.126 79.5% 0.216 5.5% 17% False False 26,480
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 0.067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.146
2.618 4.746
1.618 4.501
1.000 4.350
0.618 4.256
HIGH 4.105
0.618 4.011
0.500 3.983
0.382 3.954
LOW 3.860
0.618 3.709
1.000 3.615
1.618 3.464
2.618 3.219
4.250 2.819
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 3.983 4.094
PP 3.966 4.040
S1 3.950 3.987

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

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