NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 4.165 4.114 -0.051 -1.2% 4.245
High 4.238 4.175 -0.063 -1.5% 4.716
Low 4.075 4.010 -0.065 -1.6% 4.202
Close 4.129 4.046 -0.083 -2.0% 4.317
Range 0.163 0.165 0.002 1.2% 0.514
ATR 0.241 0.235 -0.005 -2.2% 0.000
Volume 16,468 13,111 -3,357 -20.4% 98,529
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.572 4.474 4.137
R3 4.407 4.309 4.091
R2 4.242 4.242 4.076
R1 4.144 4.144 4.061 4.111
PP 4.077 4.077 4.077 4.060
S1 3.979 3.979 4.031 3.946
S2 3.912 3.912 4.016
S3 3.747 3.814 4.001
S4 3.582 3.649 3.955
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 4.624 4.010 0.614 15.2% 0.198 4.9% 6% False True 15,442
10 4.716 4.010 0.706 17.4% 0.245 6.0% 5% False True 20,282
20 4.716 3.800 0.916 22.6% 0.262 6.5% 27% False False 18,038
40 4.830 3.596 1.234 30.5% 0.238 5.9% 36% False False 12,292
60 4.830 3.596 1.234 30.5% 0.200 4.9% 36% False False 8,992
80 4.860 3.596 1.264 31.2% 0.198 4.9% 36% False False 7,220
100 5.392 3.596 1.796 44.4% 0.195 4.8% 25% False False 6,043
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 0.062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.876
2.618 4.607
1.618 4.442
1.000 4.340
0.618 4.277
HIGH 4.175
0.618 4.112
0.500 4.093
0.382 4.073
LOW 4.010
0.618 3.908
1.000 3.845
1.618 3.743
2.618 3.578
4.250 3.309
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 4.093 4.183
PP 4.077 4.137
S1 4.062 4.092

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

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