NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 4.114 4.046 -0.068 -1.7% 4.245
High 4.175 4.228 0.053 1.3% 4.716
Low 4.010 4.026 0.016 0.4% 4.202
Close 4.046 4.121 0.075 1.9% 4.317
Range 0.165 0.202 0.037 22.4% 0.514
ATR 0.235 0.233 -0.002 -1.0% 0.000
Volume 13,111 19,910 6,799 51.9% 98,529
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.731 4.628 4.232
R3 4.529 4.426 4.177
R2 4.327 4.327 4.158
R1 4.224 4.224 4.140 4.276
PP 4.125 4.125 4.125 4.151
S1 4.022 4.022 4.102 4.074
S2 3.923 3.923 4.084
S3 3.721 3.820 4.065
S4 3.519 3.618 4.010
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 4.475 4.010 0.465 11.3% 0.189 4.6% 24% False False 15,164
10 4.716 4.010 0.706 17.1% 0.227 5.5% 16% False False 19,542
20 4.716 3.844 0.872 21.2% 0.253 6.1% 32% False False 18,739
40 4.830 3.596 1.234 29.9% 0.239 5.8% 43% False False 12,746
60 4.830 3.596 1.234 29.9% 0.201 4.9% 43% False False 9,311
80 4.860 3.596 1.264 30.7% 0.199 4.8% 42% False False 7,455
100 5.392 3.596 1.796 43.6% 0.194 4.7% 29% False False 6,232
120 6.665 3.596 3.069 74.5% 0.196 4.8% 17% False False 5,349
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 0.059
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.087
2.618 4.757
1.618 4.555
1.000 4.430
0.618 4.353
HIGH 4.228
0.618 4.151
0.500 4.127
0.382 4.103
LOW 4.026
0.618 3.901
1.000 3.824
1.618 3.699
2.618 3.497
4.250 3.168
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 4.127 4.124
PP 4.125 4.123
S1 4.123 4.122

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

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