NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 3.823 4.188 0.365 9.5% 3.853
High 4.190 4.308 0.118 2.8% 4.308
Low 3.800 4.025 0.225 5.9% 3.728
Close 4.173 4.055 -0.118 -2.8% 4.055
Range 0.390 0.283 -0.107 -27.4% 0.580
ATR 0.217 0.222 0.005 2.2% 0.000
Volume 5,895 11,101 5,206 88.3% 29,091
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 4.978 4.800 4.211
R3 4.695 4.517 4.133
R2 4.412 4.412 4.107
R1 4.234 4.234 4.081 4.182
PP 4.129 4.129 4.129 4.103
S1 3.951 3.951 4.029 3.899
S2 3.846 3.846 4.003
S3 3.563 3.668 3.977
S4 3.280 3.385 3.899
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.770 5.493 4.374
R3 5.190 4.913 4.215
R2 4.610 4.610 4.161
R1 4.333 4.333 4.108 4.472
PP 4.030 4.030 4.030 4.100
S1 3.753 3.753 4.002 3.892
S2 3.450 3.450 3.949
S3 2.870 3.173 3.896
S4 2.290 2.593 3.736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.308 3.728 0.580 14.3% 0.223 5.5% 56% True False 7,122
10 4.561 3.728 0.833 20.5% 0.239 5.9% 39% False False 6,556
20 4.830 3.717 1.113 27.4% 0.231 5.7% 30% False False 7,070
40 4.830 3.596 1.234 30.4% 0.180 4.4% 37% False False 4,818
60 4.860 3.596 1.264 31.2% 0.182 4.5% 36% False False 3,860
80 5.392 3.596 1.796 44.3% 0.181 4.5% 26% False False 3,227
100 6.665 3.596 3.069 75.7% 0.186 4.6% 15% False False 2,775
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.511
2.618 5.049
1.618 4.766
1.000 4.591
0.618 4.483
HIGH 4.308
0.618 4.200
0.500 4.167
0.382 4.133
LOW 4.025
0.618 3.850
1.000 3.742
1.618 3.567
2.618 3.284
4.250 2.822
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 4.167 4.051
PP 4.129 4.046
S1 4.092 4.042

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

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