NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 4.515 4.409 -0.106 -2.3% 4.188
High 4.716 4.567 -0.149 -3.2% 4.408
Low 4.389 4.352 -0.037 -0.8% 4.018
Close 4.448 4.550 0.102 2.3% 4.243
Range 0.327 0.215 -0.112 -34.3% 0.390
ATR 0.256 0.253 -0.003 -1.1% 0.000
Volume 17,970 23,166 5,196 28.9% 138,515
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.135 5.057 4.668
R3 4.920 4.842 4.609
R2 4.705 4.705 4.589
R1 4.627 4.627 4.570 4.666
PP 4.490 4.490 4.490 4.509
S1 4.412 4.412 4.530 4.451
S2 4.275 4.275 4.511
S3 4.060 4.197 4.491
S4 3.845 3.982 4.432
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 4.716 4.032 0.684 15.0% 0.291 6.4% 76% False False 25,122
10 4.716 3.844 0.872 19.2% 0.258 5.7% 81% False False 23,183
20 4.716 3.728 0.988 21.7% 0.267 5.9% 83% False False 15,707
40 4.830 3.596 1.234 27.1% 0.227 5.0% 77% False False 10,688
60 4.858 3.596 1.262 27.7% 0.200 4.4% 76% False False 7,841
80 4.860 3.596 1.264 27.8% 0.198 4.4% 75% False False 6,355
100 5.392 3.596 1.796 39.5% 0.194 4.3% 53% False False 5,324
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 0.067
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.481
2.618 5.130
1.618 4.915
1.000 4.782
0.618 4.700
HIGH 4.567
0.618 4.485
0.500 4.460
0.382 4.434
LOW 4.352
0.618 4.219
1.000 4.137
1.618 4.004
2.618 3.789
4.250 3.438
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 4.520 4.520
PP 4.490 4.489
S1 4.460 4.459

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

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