NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 4.435 4.253 -0.182 -4.1% 4.095
High 4.504 4.341 -0.163 -3.6% 4.574
Low 4.249 4.174 -0.075 -1.8% 4.030
Close 4.278 4.193 -0.085 -2.0% 4.193
Range 0.255 0.167 -0.088 -34.5% 0.544
ATR 0.262 0.256 -0.007 -2.6% 0.000
Volume 67,118 45,558 -21,560 -32.1% 312,217
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.737 4.632 4.285
R3 4.570 4.465 4.239
R2 4.403 4.403 4.224
R1 4.298 4.298 4.208 4.267
PP 4.236 4.236 4.236 4.221
S1 4.131 4.131 4.178 4.100
S2 4.069 4.069 4.162
S3 3.902 3.964 4.147
S4 3.735 3.797 4.101
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.898 5.589 4.492
R3 5.354 5.045 4.343
R2 4.810 4.810 4.293
R1 4.501 4.501 4.243 4.656
PP 4.266 4.266 4.266 4.343
S1 3.957 3.957 4.143 4.112
S2 3.722 3.722 4.093
S3 3.178 3.413 4.043
S4 2.634 2.869 3.894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.574 4.030 0.544 13.0% 0.268 6.4% 30% False False 62,443
10 4.574 3.854 0.720 17.2% 0.252 6.0% 47% False False 54,530
20 4.574 3.627 0.947 22.6% 0.265 6.3% 60% False False 36,569
40 4.789 3.520 1.269 30.3% 0.245 5.8% 53% False False 22,624
60 4.805 3.520 1.285 30.6% 0.217 5.2% 52% False False 16,268
80 4.820 3.520 1.300 31.0% 0.210 5.0% 52% False False 12,879
100 5.350 3.520 1.830 43.6% 0.207 4.9% 37% False False 10,613
120 6.619 3.520 3.099 73.9% 0.207 4.9% 22% False False 8,990
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.061
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.051
2.618 4.778
1.618 4.611
1.000 4.508
0.618 4.444
HIGH 4.341
0.618 4.277
0.500 4.258
0.382 4.238
LOW 4.174
0.618 4.071
1.000 4.007
1.618 3.904
2.618 3.737
4.250 3.464
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 4.258 4.339
PP 4.236 4.290
S1 4.215 4.242

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

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