NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 4.140 4.182 0.042 1.0% 4.300
High 4.261 4.229 -0.032 -0.8% 4.355
Low 4.059 4.090 0.031 0.8% 4.010
Close 4.237 4.103 -0.134 -3.2% 4.237
Range 0.202 0.139 -0.063 -31.2% 0.345
ATR 0.231 0.225 -0.006 -2.6% 0.000
Volume 14,393 14,419 26 0.2% 74,618
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.558 4.469 4.179
R3 4.419 4.330 4.141
R2 4.280 4.280 4.128
R1 4.191 4.191 4.116 4.166
PP 4.141 4.141 4.141 4.128
S1 4.052 4.052 4.090 4.027
S2 4.002 4.002 4.078
S3 3.863 3.913 4.065
S4 3.724 3.774 4.027
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.236 5.081 4.427
R3 4.891 4.736 4.332
R2 4.546 4.546 4.300
R1 4.391 4.391 4.269 4.296
PP 4.201 4.201 4.201 4.153
S1 4.046 4.046 4.205 3.951
S2 3.856 3.856 4.174
S3 3.511 3.701 4.142
S4 3.166 3.356 4.047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.261 4.010 0.251 6.1% 0.174 4.2% 37% False False 15,660
10 4.716 4.010 0.706 17.2% 0.208 5.1% 13% False False 16,706
20 4.716 3.844 0.872 21.3% 0.234 5.7% 30% False False 19,134
40 4.830 3.728 1.102 26.9% 0.239 5.8% 34% False False 13,244
60 4.830 3.596 1.234 30.1% 0.202 4.9% 41% False False 9,727
80 4.860 3.596 1.264 30.8% 0.197 4.8% 40% False False 7,772
100 5.392 3.596 1.796 43.8% 0.194 4.7% 28% False False 6,494
120 6.480 3.596 2.884 70.3% 0.195 4.8% 18% False False 5,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.820
2.618 4.593
1.618 4.454
1.000 4.368
0.618 4.315
HIGH 4.229
0.618 4.176
0.500 4.160
0.382 4.143
LOW 4.090
0.618 4.004
1.000 3.951
1.618 3.865
2.618 3.726
4.250 3.499
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 4.160 4.144
PP 4.141 4.130
S1 4.122 4.117

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

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