NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 3.871 3.779 -0.092 -2.4% 3.859
High 3.910 3.950 0.040 1.0% 4.387
Low 3.717 3.743 0.026 0.7% 3.825
Close 3.761 3.844 0.083 2.2% 4.032
Range 0.193 0.207 0.014 7.3% 0.562
ATR 0.250 0.247 -0.003 -1.2% 0.000
Volume 84,044 71,703 -12,341 -14.7% 631,261
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.467 4.362 3.958
R3 4.260 4.155 3.901
R2 4.053 4.053 3.882
R1 3.948 3.948 3.863 4.001
PP 3.846 3.846 3.846 3.872
S1 3.741 3.741 3.825 3.794
S2 3.639 3.639 3.806
S3 3.432 3.534 3.787
S4 3.225 3.327 3.730
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 4.159 3.717 0.442 11.5% 0.193 5.0% 29% False False 82,979
10 4.387 3.717 0.670 17.4% 0.241 6.3% 19% False False 113,837
20 4.387 3.550 0.837 21.8% 0.264 6.9% 35% False False 111,526
40 4.690 3.395 1.295 33.7% 0.257 6.7% 35% False False 73,777
60 4.690 3.395 1.295 33.7% 0.225 5.9% 35% False False 52,662
80 4.721 3.395 1.326 34.5% 0.218 5.7% 34% False False 41,082
100 5.280 3.395 1.885 49.0% 0.214 5.6% 24% False False 33,794
120 6.521 3.395 3.126 81.3% 0.215 5.6% 14% False False 28,486
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 0.063
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.830
2.618 4.492
1.618 4.285
1.000 4.157
0.618 4.078
HIGH 3.950
0.618 3.871
0.500 3.847
0.382 3.822
LOW 3.743
0.618 3.615
1.000 3.536
1.618 3.408
2.618 3.201
4.250 2.863
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 3.847 3.859
PP 3.846 3.854
S1 3.845 3.849

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

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