NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 4.026 4.049 0.023 0.6% 4.193
High 4.138 4.090 -0.048 -1.2% 4.245
Low 3.921 3.929 0.008 0.2% 3.871
Close 4.105 3.944 -0.161 -3.9% 4.105
Range 0.217 0.161 -0.056 -25.8% 0.374
ATR 0.241 0.236 -0.005 -1.9% 0.000
Volume 90,702 76,150 -14,552 -16.0% 311,732
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.471 4.368 4.033
R3 4.310 4.207 3.988
R2 4.149 4.149 3.974
R1 4.046 4.046 3.959 4.017
PP 3.988 3.988 3.988 3.973
S1 3.885 3.885 3.929 3.856
S2 3.827 3.827 3.914
S3 3.666 3.724 3.900
S4 3.505 3.563 3.855
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.196 5.024 4.311
R3 4.822 4.650 4.208
R2 4.448 4.448 4.174
R1 4.276 4.276 4.139 4.175
PP 4.074 4.074 4.074 4.023
S1 3.902 3.902 4.071 3.801
S2 3.700 3.700 4.036
S3 3.326 3.528 4.002
S4 2.952 3.154 3.899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.138 3.871 0.267 6.8% 0.191 4.8% 27% False False 70,337
10 4.574 3.871 0.703 17.8% 0.218 5.5% 10% False False 63,728
20 4.574 3.710 0.864 21.9% 0.246 6.2% 27% False False 51,457
40 4.789 3.627 1.162 29.5% 0.251 6.4% 27% False False 31,562
60 4.789 3.520 1.269 32.2% 0.216 5.5% 33% False False 22,435
80 4.820 3.520 1.300 33.0% 0.209 5.3% 33% False False 17,538
100 5.350 3.520 1.830 46.4% 0.206 5.2% 23% False False 14,396
120 6.430 3.520 2.910 73.8% 0.206 5.2% 15% False False 12,178
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.069
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.774
2.618 4.511
1.618 4.350
1.000 4.251
0.618 4.189
HIGH 4.090
0.618 4.028
0.500 4.010
0.382 3.991
LOW 3.929
0.618 3.830
1.000 3.768
1.618 3.669
2.618 3.508
4.250 3.245
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 4.010 4.013
PP 3.988 3.990
S1 3.966 3.967

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

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