NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 4.188 4.095 -0.093 -2.2% 4.040
High 4.188 4.194 0.006 0.1% 4.487
Low 4.018 4.018 0.000 0.0% 3.844
Close 4.100 4.105 0.005 0.1% 4.185
Range 0.170 0.176 0.006 3.5% 0.643
ATR 0.244 0.239 -0.005 -2.0% 0.000
Volume 21,658 27,959 6,301 29.1% 66,413
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.634 4.545 4.202
R3 4.458 4.369 4.153
R2 4.282 4.282 4.137
R1 4.193 4.193 4.121 4.238
PP 4.106 4.106 4.106 4.128
S1 4.017 4.017 4.089 4.062
S2 3.930 3.930 4.073
S3 3.754 3.841 4.057
S4 3.578 3.665 4.008
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 4.387 3.844 0.543 13.2% 0.263 6.4% 48% False False 19,009
10 4.487 3.776 0.711 17.3% 0.270 6.6% 46% False False 13,881
20 4.830 3.728 1.102 26.8% 0.253 6.2% 34% False False 10,684
40 4.830 3.596 1.234 30.1% 0.202 4.9% 41% False False 7,311
60 4.860 3.596 1.264 30.8% 0.196 4.8% 40% False False 5,505
80 5.029 3.596 1.433 34.9% 0.187 4.5% 36% False False 4,568
100 5.530 3.596 1.934 47.1% 0.188 4.6% 26% False False 3,875
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.942
2.618 4.655
1.618 4.479
1.000 4.370
0.618 4.303
HIGH 4.194
0.618 4.127
0.500 4.106
0.382 4.085
LOW 4.018
0.618 3.909
1.000 3.842
1.618 3.733
2.618 3.557
4.250 3.270
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 4.106 4.144
PP 4.106 4.131
S1 4.105 4.118

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

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