NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 4.188 4.040 -0.148 -3.5% 3.853
High 4.308 4.476 0.168 3.9% 4.308
Low 4.025 4.040 0.015 0.4% 3.728
Close 4.055 4.472 0.417 10.3% 4.055
Range 0.283 0.436 0.153 54.1% 0.580
ATR 0.222 0.237 0.015 6.9% 0.000
Volume 11,101 9,813 -1,288 -11.6% 29,091
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.637 5.491 4.712
R3 5.201 5.055 4.592
R2 4.765 4.765 4.552
R1 4.619 4.619 4.512 4.692
PP 4.329 4.329 4.329 4.366
S1 4.183 4.183 4.432 4.256
S2 3.893 3.893 4.392
S3 3.457 3.747 4.352
S4 3.021 3.311 4.232
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 4.476 3.728 0.748 16.7% 0.283 6.3% 99% True False 7,780
10 4.551 3.728 0.823 18.4% 0.267 6.0% 90% False False 6,706
20 4.830 3.728 1.102 24.6% 0.243 5.4% 68% False False 7,355
40 4.830 3.596 1.234 27.6% 0.186 4.2% 71% False False 5,024
60 4.860 3.596 1.264 28.3% 0.185 4.1% 69% False False 3,985
80 5.392 3.596 1.796 40.2% 0.184 4.1% 49% False False 3,335
100 6.480 3.596 2.884 64.5% 0.187 4.2% 30% False False 2,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.329
2.618 5.617
1.618 5.181
1.000 4.912
0.618 4.745
HIGH 4.476
0.618 4.309
0.500 4.258
0.382 4.207
LOW 4.040
0.618 3.771
1.000 3.604
1.618 3.335
2.618 2.899
4.250 2.187
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 4.401 4.361
PP 4.329 4.249
S1 4.258 4.138

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

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