NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 4.421 4.300 -0.121 -2.7% 4.245
High 4.475 4.355 -0.120 -2.7% 4.716
Low 4.300 4.114 -0.186 -4.3% 4.202
Close 4.317 4.187 -0.130 -3.0% 4.317
Range 0.175 0.241 0.066 37.7% 0.514
ATR 0.247 0.246 0.000 -0.2% 0.000
Volume 15,597 10,736 -4,861 -31.2% 98,529
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.942 4.805 4.320
R3 4.701 4.564 4.253
R2 4.460 4.460 4.231
R1 4.323 4.323 4.209 4.271
PP 4.219 4.219 4.219 4.193
S1 4.082 4.082 4.165 4.030
S2 3.978 3.978 4.143
S3 3.737 3.841 4.121
S4 3.496 3.600 4.054
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.954 5.649 4.600
R3 5.440 5.135 4.458
R2 4.926 4.926 4.411
R1 4.621 4.621 4.364 4.774
PP 4.412 4.412 4.412 4.488
S1 4.107 4.107 4.270 4.260
S2 3.898 3.898 4.223
S3 3.384 3.593 4.176
S4 2.870 3.079 4.034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.716 4.114 0.602 14.4% 0.241 5.8% 12% False True 17,753
10 4.716 4.018 0.698 16.7% 0.251 6.0% 24% False False 22,612
20 4.716 3.728 0.988 23.6% 0.261 6.2% 46% False False 17,164
40 4.830 3.596 1.234 29.5% 0.236 5.6% 48% False False 11,633
60 4.830 3.596 1.234 29.5% 0.200 4.8% 48% False False 8,565
80 4.860 3.596 1.264 30.2% 0.201 4.8% 47% False False 6,901
100 5.392 3.596 1.796 42.9% 0.196 4.7% 33% False False 5,771
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 0.067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.379
2.618 4.986
1.618 4.745
1.000 4.596
0.618 4.504
HIGH 4.355
0.618 4.263
0.500 4.235
0.382 4.206
LOW 4.114
0.618 3.965
1.000 3.873
1.618 3.724
2.618 3.483
4.250 3.090
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 4.235 4.369
PP 4.219 4.308
S1 4.203 4.248

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

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