NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	4.083	3.980	-0.103	-2.5%	3.759
High	4.229	4.383	0.154	3.6%	4.229
Low	3.925	3.978	0.053	1.4%	3.627
Close	3.958	4.373	0.415	10.5%	3.958
Range	0.304	0.405	0.101	33.2%	0.602
ATR	0.232	0.246	0.014	5.9%	0.000
Volume	23,772	17,104	-6,668	-28.0%	60,815

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.460	5.321	4.596
R3	5.055	4.916	4.484
R2	4.650	4.650	4.447
R1	4.511	4.511	4.410	4.581
PP	4.245	4.245	4.245	4.279
S1	4.106	4.106	4.336	4.176
S2	3.840	3.840	4.299
S3	3.435	3.701	4.262
S4	3.030	3.296	4.150

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.744	5.453	4.289
R3	5.142	4.851	4.124
R2	4.540	4.540	4.068
R1	4.249	4.249	4.013	4.395
PP	3.938	3.938	3.938	4.011
S1	3.647	3.647	3.903	3.793
S2	3.336	3.336	3.848
S3	2.734	3.045	3.792
S4	2.132	2.443	3.627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.383	3.627	0.756	17.3%	0.289	6.6%	99%	True	False	15,583
10	4.464	3.627	0.837	19.1%	0.271	6.2%	89%	False	False	12,257
20	4.789	3.627	1.162	26.6%	0.256	5.9%	64%	False	False	11,667
40	4.789	3.520	1.269	29.0%	0.201	4.6%	67%	False	False	7,924
60	4.820	3.520	1.300	29.7%	0.197	4.5%	66%	False	False	6,232
80	5.350	3.520	1.830	41.8%	0.196	4.5%	47%	False	False	5,130
100	6.430	3.520	2.910	66.5%	0.198	4.5%	29%	False	False	4,322
120	6.619	3.520	3.099	70.9%	0.196	4.5%	28%	False	False	3,734

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	0.041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.104
2.618	5.443
1.618	5.038
1.000	4.788
0.618	4.633
HIGH	4.383
0.618	4.228
0.500	4.181
0.382	4.133
LOW	3.978
0.618	3.728
1.000	3.573
1.618	3.323
2.618	2.918
4.250	2.257

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	4.309	4.261
PP	4.245	4.149
S1	4.181	4.038

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols