NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 4.095 4.382 0.287 7.0% 4.060
High 4.393 4.574 0.181 4.1% 4.247
Low 4.030 4.250 0.220 5.5% 3.854
Close 4.382 4.312 -0.070 -1.6% 4.071
Range 0.363 0.324 -0.039 -10.7% 0.393
ATR 0.261 0.266 0.004 1.7% 0.000
Volume 62,818 72,644 9,826 15.6% 233,089
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.351 5.155 4.490
R3 5.027 4.831 4.401
R2 4.703 4.703 4.371
R1 4.507 4.507 4.342 4.443
PP 4.379 4.379 4.379 4.347
S1 4.183 4.183 4.282 4.119
S2 4.055 4.055 4.253
S3 3.731 3.859 4.223
S4 3.407 3.535 4.134
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 4.574 3.855 0.719 16.7% 0.301 7.0% 64% True False 61,412
10 4.574 3.710 0.864 20.0% 0.286 6.6% 70% True False 44,462
20 4.574 3.627 0.947 22.0% 0.278 6.5% 72% True False 29,032
40 4.789 3.520 1.269 29.4% 0.235 5.5% 62% False False 18,510
60 4.820 3.520 1.300 30.1% 0.213 4.9% 61% False False 13,462
80 4.820 3.520 1.300 30.1% 0.208 4.8% 61% False False 10,715
100 5.350 3.520 1.830 42.4% 0.206 4.8% 43% False False 8,868
120 6.619 3.520 3.099 71.9% 0.208 4.8% 26% False False 7,532
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.951
2.618 5.422
1.618 5.098
1.000 4.898
0.618 4.774
HIGH 4.574
0.618 4.450
0.500 4.412
0.382 4.374
LOW 4.250
0.618 4.050
1.000 3.926
1.618 3.726
2.618 3.402
4.250 2.873
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 4.412 4.298
PP 4.379 4.284
S1 4.345 4.271

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

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