NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 4.066 4.119 0.053 1.3% 4.040
High 4.161 4.270 0.109 2.6% 4.487
Low 3.844 4.025 0.181 4.7% 3.844
Close 4.101 4.185 0.084 2.0% 4.185
Range 0.317 0.245 -0.072 -22.7% 0.643
ATR 0.250 0.249 0.000 -0.1% 0.000
Volume 16,320 15,361 -959 -5.9% 66,413
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.895 4.785 4.320
R3 4.650 4.540 4.252
R2 4.405 4.405 4.230
R1 4.295 4.295 4.207 4.350
PP 4.160 4.160 4.160 4.188
S1 4.050 4.050 4.163 4.105
S2 3.915 3.915 4.140
S3 3.670 3.805 4.118
S4 3.425 3.560 4.050
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.101 5.786 4.539
R3 5.458 5.143 4.362
R2 4.815 4.815 4.303
R1 4.500 4.500 4.244 4.658
PP 4.172 4.172 4.172 4.251
S1 3.857 3.857 4.126 4.015
S2 3.529 3.529 4.067
S3 2.886 3.214 4.008
S4 2.243 2.571 3.831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.487 3.844 0.643 15.4% 0.314 7.5% 53% False False 13,282
10 4.487 3.728 0.759 18.1% 0.268 6.4% 60% False False 10,202
20 4.830 3.728 1.102 26.3% 0.252 6.0% 41% False False 9,077
40 4.830 3.596 1.234 29.5% 0.203 4.8% 48% False False 6,208
60 4.860 3.596 1.264 30.2% 0.196 4.7% 47% False False 4,791
80 5.210 3.596 1.614 38.6% 0.187 4.5% 36% False False 3,984
100 5.950 3.596 2.354 56.2% 0.189 4.5% 25% False False 3,400
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 0.051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.311
2.618 4.911
1.618 4.666
1.000 4.515
0.618 4.421
HIGH 4.270
0.618 4.176
0.500 4.148
0.382 4.119
LOW 4.025
0.618 3.874
1.000 3.780
1.618 3.629
2.618 3.384
4.250 2.984
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 4.173 4.162
PP 4.160 4.139
S1 4.148 4.116

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

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