NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	4.326	4.249	-0.077	-1.8%	3.759
High	4.408	4.278	-0.130	-2.9%	4.229
Low	4.208	3.860	-0.348	-8.3%	3.627
Close	4.258	3.916	-0.342	-8.0%	3.958
Range	0.200	0.418	0.218	109.0%	0.602
ATR	0.242	0.255	0.013	5.2%	0.000
Volume	19,893	24,700	4,807	24.2%	60,815

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.272	5.012	4.146
R3	4.854	4.594	4.031
R2	4.436	4.436	3.993
R1	4.176	4.176	3.954	4.097
PP	4.018	4.018	4.018	3.979
S1	3.758	3.758	3.878	3.679
S2	3.600	3.600	3.839
S3	3.182	3.340	3.801
S4	2.764	2.922	3.686

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	4.408	3.692	0.716	18.3%	0.347	8.9%	31%	False	False	19,770
10	4.408	3.627	0.781	19.9%	0.280	7.1%	37%	False	False	15,356
20	4.789	3.627	1.162	29.7%	0.266	6.8%	25%	False	False	13,207
40	4.789	3.520	1.269	32.4%	0.210	5.4%	31%	False	False	8,874
60	4.820	3.520	1.300	33.2%	0.202	5.2%	30%	False	False	6,890
80	5.350	3.520	1.830	46.7%	0.198	5.1%	22%	False	False	5,641
100	6.077	3.520	2.557	65.3%	0.199	5.1%	15%	False	False	4,755
120	6.619	3.520	3.099	79.1%	0.199	5.1%	13%	False	False	4,094

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 47 trading days

Fibonacci Retracements and Extensions
4.250	6.055
2.618	5.372
1.618	4.954
1.000	4.696
0.618	4.536
HIGH	4.278
0.618	4.118
0.500	4.069
0.382	4.020
LOW	3.860
0.618	3.602
1.000	3.442
1.618	3.184
2.618	2.766
4.250	2.084

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	4.069	4.134
PP	4.018	4.061
S1	3.967	3.989

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