NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 3.933 3.871 -0.062 -1.6% 3.859
High 4.000 3.910 -0.090 -2.3% 4.387
Low 3.827 3.717 -0.110 -2.9% 3.825
Close 3.879 3.761 -0.118 -3.0% 4.032
Range 0.173 0.193 0.020 11.6% 0.562
ATR 0.255 0.250 -0.004 -1.7% 0.000
Volume 88,591 84,044 -4,547 -5.1% 631,261
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.375 4.261 3.867
R3 4.182 4.068 3.814
R2 3.989 3.989 3.796
R1 3.875 3.875 3.779 3.836
PP 3.796 3.796 3.796 3.776
S1 3.682 3.682 3.743 3.643
S2 3.603 3.603 3.726
S3 3.410 3.489 3.708
S4 3.217 3.296 3.655
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 4.328 3.717 0.611 16.2% 0.205 5.4% 7% False True 92,166
10 4.387 3.663 0.724 19.3% 0.261 6.9% 14% False False 117,666
20 4.387 3.550 0.837 22.3% 0.274 7.3% 25% False False 111,886
40 4.690 3.395 1.295 34.4% 0.257 6.8% 28% False False 72,336
60 4.690 3.395 1.295 34.4% 0.224 6.0% 28% False False 51,587
80 4.721 3.395 1.326 35.3% 0.218 5.8% 28% False False 40,245
100 5.280 3.395 1.885 50.1% 0.215 5.7% 19% False False 33,118
120 6.521 3.395 3.126 83.1% 0.216 5.7% 12% False False 27,896
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 0.062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.730
2.618 4.415
1.618 4.222
1.000 4.103
0.618 4.029
HIGH 3.910
0.618 3.836
0.500 3.814
0.382 3.791
LOW 3.717
0.618 3.598
1.000 3.524
1.618 3.405
2.618 3.212
4.250 2.897
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 3.814 3.911
PP 3.796 3.861
S1 3.779 3.811

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

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