NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 4.330 4.278 -0.052 -1.2% 3.986
High 4.468 4.633 0.165 3.7% 4.468
Low 4.186 4.258 0.072 1.7% 3.892
Close 4.214 4.629 0.415 9.8% 4.214
Range 0.282 0.375 0.093 33.0% 0.576
ATR 0.219 0.233 0.014 6.5% 0.000
Volume 15,581 11,413 -4,168 -26.8% 46,916
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.632 5.505 4.835
R3 5.257 5.130 4.732
R2 4.882 4.882 4.698
R1 4.755 4.755 4.663 4.819
PP 4.507 4.507 4.507 4.538
S1 4.380 4.380 4.595 4.444
S2 4.132 4.132 4.560
S3 3.757 4.005 4.526
S4 3.382 3.630 4.423
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 4.633 3.892 0.741 16.0% 0.269 5.8% 99% True False 11,665
10 4.677 3.892 0.785 17.0% 0.253 5.5% 94% False False 10,405
20 4.955 3.892 1.063 23.0% 0.242 5.2% 69% False False 10,881
40 4.955 3.754 1.201 25.9% 0.191 4.1% 73% False False 8,484
60 4.978 3.754 1.224 26.4% 0.190 4.1% 71% False False 7,966
80 5.499 3.754 1.745 37.7% 0.191 4.1% 50% False False 7,399
100 6.593 3.754 2.839 61.3% 0.194 4.2% 31% False False 6,708
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.227
2.618 5.615
1.618 5.240
1.000 5.008
0.618 4.865
HIGH 4.633
0.618 4.490
0.500 4.446
0.382 4.401
LOW 4.258
0.618 4.026
1.000 3.883
1.618 3.651
2.618 3.276
4.250 2.664
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 4.568 4.518
PP 4.507 4.406
S1 4.446 4.295

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

View Archives - Comment on this page... - Back to Index of Symbols