NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 4.085 4.320 0.235 5.8% 4.188
High 4.408 4.347 -0.061 -1.4% 4.408
Low 4.032 4.148 0.116 2.9% 4.018
Close 4.320 4.243 -0.077 -1.8% 4.243
Range 0.376 0.199 -0.177 -47.1% 0.390
ATR 0.247 0.244 -0.003 -1.4% 0.000
Volume 27,305 36,673 9,368 34.3% 138,515
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.843 4.742 4.352
R3 4.644 4.543 4.298
R2 4.445 4.445 4.279
R1 4.344 4.344 4.261 4.295
PP 4.246 4.246 4.246 4.222
S1 4.145 4.145 4.225 4.096
S2 4.047 4.047 4.207
S3 3.848 3.946 4.188
S4 3.649 3.747 4.134
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.393 5.208 4.458
R3 5.003 4.818 4.350
R2 4.613 4.613 4.315
R1 4.428 4.428 4.279 4.521
PP 4.223 4.223 4.223 4.269
S1 4.038 4.038 4.207 4.131
S2 3.833 3.833 4.172
S3 3.443 3.648 4.136
S4 3.053 3.258 4.029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.408 4.018 0.390 9.2% 0.227 5.4% 58% False False 27,703
10 4.487 3.844 0.643 15.2% 0.271 6.4% 62% False False 20,492
20 4.561 3.728 0.833 19.6% 0.255 6.0% 62% False False 13,524
40 4.830 3.596 1.234 29.1% 0.213 5.0% 52% False False 9,339
60 4.860 3.596 1.264 29.8% 0.202 4.8% 51% False False 6,916
80 4.860 3.596 1.264 29.8% 0.191 4.5% 51% False False 5,633
100 5.392 3.596 1.796 42.3% 0.191 4.5% 36% False False 4,735
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.193
2.618 4.868
1.618 4.669
1.000 4.546
0.618 4.470
HIGH 4.347
0.618 4.271
0.500 4.248
0.382 4.224
LOW 4.148
0.618 4.025
1.000 3.949
1.618 3.826
2.618 3.627
4.250 3.302
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 4.248 4.234
PP 4.246 4.225
S1 4.245 4.217

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

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