NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 4.409 4.550 0.141 3.2% 4.188
High 4.567 4.624 0.057 1.2% 4.408
Low 4.352 4.378 0.026 0.6% 4.018
Close 4.550 4.414 -0.136 -3.0% 4.243
Range 0.215 0.246 0.031 14.4% 0.390
ATR 0.253 0.252 0.000 -0.2% 0.000
Volume 23,166 21,298 -1,868 -8.1% 138,515
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.210 5.058 4.549
R3 4.964 4.812 4.482
R2 4.718 4.718 4.459
R1 4.566 4.566 4.437 4.519
PP 4.472 4.472 4.472 4.449
S1 4.320 4.320 4.391 4.273
S2 4.226 4.226 4.369
S3 3.980 4.074 4.346
S4 3.734 3.828 4.279
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 4.148 0.568 12.9% 0.265 6.0% 47% False False 23,921
10 4.716 4.018 0.698 15.8% 0.251 5.7% 57% False False 23,680
20 4.716 3.728 0.988 22.4% 0.270 6.1% 69% False False 16,352
40 4.830 3.596 1.234 28.0% 0.232 5.2% 66% False False 11,137
60 4.838 3.596 1.242 28.1% 0.202 4.6% 66% False False 8,178
80 4.860 3.596 1.264 28.6% 0.199 4.5% 65% False False 6,611
100 5.392 3.596 1.796 40.7% 0.195 4.4% 46% False False 5,531
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 0.065
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.670
2.618 5.268
1.618 5.022
1.000 4.870
0.618 4.776
HIGH 4.624
0.618 4.530
0.500 4.501
0.382 4.472
LOW 4.378
0.618 4.226
1.000 4.132
1.618 3.980
2.618 3.734
4.250 3.333
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 4.501 4.534
PP 4.472 4.494
S1 4.443 4.454

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

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