NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 4.014 4.330 0.316 7.9% 3.986
High 4.345 4.468 0.123 2.8% 4.468
Low 3.956 4.186 0.230 5.8% 3.892
Close 4.331 4.214 -0.117 -2.7% 4.214
Range 0.389 0.282 -0.107 -27.5% 0.576
ATR 0.214 0.219 0.005 2.3% 0.000
Volume 11,928 15,581 3,653 30.6% 46,916
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.135 4.957 4.369
R3 4.853 4.675 4.292
R2 4.571 4.571 4.266
R1 4.393 4.393 4.240 4.341
PP 4.289 4.289 4.289 4.264
S1 4.111 4.111 4.188 4.059
S2 4.007 4.007 4.162
S3 3.725 3.829 4.136
S4 3.443 3.547 4.059
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.919 5.643 4.531
R3 5.343 5.067 4.372
R2 4.767 4.767 4.320
R1 4.491 4.491 4.267 4.629
PP 4.191 4.191 4.191 4.261
S1 3.915 3.915 4.161 4.053
S2 3.615 3.615 4.108
S3 3.039 3.339 4.056
S4 2.463 2.763 3.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.468 3.892 0.576 13.7% 0.218 5.2% 56% True False 11,716
10 4.721 3.892 0.829 19.7% 0.233 5.5% 39% False False 10,720
20 4.955 3.860 1.095 26.0% 0.232 5.5% 32% False False 10,745
40 4.955 3.754 1.201 28.5% 0.187 4.4% 38% False False 8,388
60 4.978 3.754 1.224 29.0% 0.188 4.5% 38% False False 7,954
80 5.499 3.754 1.745 41.4% 0.188 4.5% 26% False False 7,327
100 6.784 3.754 3.030 71.9% 0.193 4.6% 15% False False 6,635
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.667
2.618 5.206
1.618 4.924
1.000 4.750
0.618 4.642
HIGH 4.468
0.618 4.360
0.500 4.327
0.382 4.294
LOW 4.186
0.618 4.012
1.000 3.904
1.618 3.730
2.618 3.448
4.250 2.988
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 4.327 4.212
PP 4.289 4.209
S1 4.252 4.207

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

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