NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 4.382 4.290 -0.092 -2.1% 4.060
High 4.574 4.447 -0.127 -2.8% 4.247
Low 4.250 4.216 -0.034 -0.8% 3.854
Close 4.312 4.424 0.112 2.6% 4.071
Range 0.324 0.231 -0.093 -28.7% 0.393
ATR 0.266 0.263 -0.002 -0.9% 0.000
Volume 72,644 64,079 -8,565 -11.8% 233,089
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.055 4.971 4.551
R3 4.824 4.740 4.488
R2 4.593 4.593 4.466
R1 4.509 4.509 4.445 4.551
PP 4.362 4.362 4.362 4.384
S1 4.278 4.278 4.403 4.320
S2 4.131 4.131 4.382
S3 3.900 4.047 4.360
S4 3.669 3.816 4.297
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 16.3% 0.304 6.9% 79% False False 66,393
10 4.574 3.710 0.864 19.5% 0.267 6.0% 83% False False 48,400
20 4.574 3.627 0.947 21.4% 0.274 6.2% 84% False False 31,878
40 4.789 3.520 1.269 28.7% 0.238 5.4% 71% False False 20,029
60 4.820 3.520 1.300 29.4% 0.216 4.9% 70% False False 14,473
80 4.820 3.520 1.300 29.4% 0.209 4.7% 70% False False 11,504
100 5.350 3.520 1.830 41.4% 0.206 4.7% 49% False False 9,501
120 6.619 3.520 3.099 70.0% 0.206 4.7% 29% False False 8,059
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 0.068
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.429
2.618 5.052
1.618 4.821
1.000 4.678
0.618 4.590
HIGH 4.447
0.618 4.359
0.500 4.332
0.382 4.304
LOW 4.216
0.618 4.073
1.000 3.985
1.618 3.842
2.618 3.611
4.250 3.234
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 4.393 4.383
PP 4.362 4.343
S1 4.332 4.302

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

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