NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 4.170 4.095 -0.075 -1.8% 4.060
High 4.176 4.393 0.217 5.2% 4.247
Low 3.967 4.030 0.063 1.6% 3.854
Close 4.071 4.382 0.311 7.6% 4.071
Range 0.209 0.363 0.154 73.7% 0.393
ATR 0.253 0.261 0.008 3.1% 0.000
Volume 84,413 62,818 -21,595 -25.6% 233,089
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.357 5.233 4.582
R3 4.994 4.870 4.482
R2 4.631 4.631 4.449
R1 4.507 4.507 4.415 4.569
PP 4.268 4.268 4.268 4.300
S1 4.144 4.144 4.349 4.206
S2 3.905 3.905 4.315
S3 3.542 3.781 4.282
S4 3.179 3.418 4.182
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.236 5.047 4.287
R3 4.843 4.654 4.179
R2 4.450 4.450 4.143
R1 4.261 4.261 4.107 4.356
PP 4.057 4.057 4.057 4.105
S1 3.868 3.868 4.035 3.963
S2 3.664 3.664 3.999
S3 3.271 3.475 3.963
S4 2.878 3.082 3.855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.393 3.854 0.539 12.3% 0.269 6.1% 98% True False 52,939
10 4.408 3.710 0.698 15.9% 0.274 6.2% 96% False False 39,187
20 4.464 3.627 0.837 19.1% 0.272 6.2% 90% False False 25,722
40 4.789 3.520 1.269 29.0% 0.232 5.3% 68% False False 16,826
60 4.820 3.520 1.300 29.7% 0.211 4.8% 66% False False 12,305
80 4.820 3.520 1.300 29.7% 0.205 4.7% 66% False False 9,832
100 5.350 3.520 1.830 41.8% 0.205 4.7% 47% False False 8,150
120 6.619 3.520 3.099 70.7% 0.206 4.7% 28% False False 6,933
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 0.058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.936
2.618 5.343
1.618 4.980
1.000 4.756
0.618 4.617
HIGH 4.393
0.618 4.254
0.500 4.212
0.382 4.169
LOW 4.030
0.618 3.806
1.000 3.667
1.618 3.443
2.618 3.080
4.250 2.487
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 4.325 4.296
PP 4.268 4.210
S1 4.212 4.124

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

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