NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 4.095 4.141 0.046 1.1% 4.040
High 4.194 4.240 0.046 1.1% 4.487
Low 4.018 4.025 0.007 0.2% 3.844
Close 4.105 4.071 -0.034 -0.8% 4.185
Range 0.176 0.215 0.039 22.2% 0.643
ATR 0.239 0.237 -0.002 -0.7% 0.000
Volume 27,959 24,920 -3,039 -10.9% 66,413
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.757 4.629 4.189
R3 4.542 4.414 4.130
R2 4.327 4.327 4.110
R1 4.199 4.199 4.091 4.156
PP 4.112 4.112 4.112 4.090
S1 3.984 3.984 4.051 3.941
S2 3.897 3.897 4.032
S3 3.682 3.769 4.012
S4 3.467 3.554 3.953
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 4.270 3.844 0.426 10.5% 0.225 5.5% 53% False False 21,243
10 4.487 3.800 0.687 16.9% 0.280 6.9% 39% False False 15,794
20 4.830 3.728 1.102 27.1% 0.252 6.2% 31% False False 11,485
40 4.830 3.596 1.234 30.3% 0.205 5.0% 38% False False 7,867
60 4.860 3.596 1.264 31.0% 0.197 4.8% 38% False False 5,897
80 4.860 3.596 1.264 31.0% 0.188 4.6% 38% False False 4,857
100 5.490 3.596 1.894 46.5% 0.188 4.6% 25% False False 4,111
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.154
2.618 4.803
1.618 4.588
1.000 4.455
0.618 4.373
HIGH 4.240
0.618 4.158
0.500 4.133
0.382 4.107
LOW 4.025
0.618 3.892
1.000 3.810
1.618 3.677
2.618 3.462
4.250 3.111
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 4.133 4.129
PP 4.112 4.110
S1 4.092 4.090

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

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