NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 4.278 4.574 0.296 6.9% 3.986
High 4.633 4.659 0.026 0.6% 4.468
Low 4.258 4.482 0.224 5.3% 3.892
Close 4.629 4.530 -0.099 -2.1% 4.214
Range 0.375 0.177 -0.198 -52.8% 0.576
ATR 0.233 0.229 -0.004 -1.7% 0.000
Volume 11,413 13,309 1,896 16.6% 46,916
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.088 4.986 4.627
R3 4.911 4.809 4.579
R2 4.734 4.734 4.562
R1 4.632 4.632 4.546 4.595
PP 4.557 4.557 4.557 4.538
S1 4.455 4.455 4.514 4.418
S2 4.380 4.380 4.498
S3 4.203 4.278 4.481
S4 4.026 4.101 4.433
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 4.659 3.946 0.713 15.7% 0.269 5.9% 82% True False 12,593
10 4.660 3.892 0.768 17.0% 0.251 5.5% 83% False False 10,832
20 4.955 3.892 1.063 23.5% 0.238 5.3% 60% False False 11,155
40 4.955 3.754 1.201 26.5% 0.193 4.3% 65% False False 8,665
60 4.978 3.754 1.224 27.0% 0.190 4.2% 63% False False 8,046
80 5.499 3.754 1.745 38.5% 0.191 4.2% 44% False False 7,518
100 6.555 3.754 2.801 61.8% 0.194 4.3% 28% False False 6,805
Crabel Price Patterns
NR True
NR4 True
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 0.049
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.411
2.618 5.122
1.618 4.945
1.000 4.836
0.618 4.768
HIGH 4.659
0.618 4.591
0.500 4.571
0.382 4.550
LOW 4.482
0.618 4.373
1.000 4.305
1.618 4.196
2.618 4.019
4.250 3.730
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 4.571 4.494
PP 4.557 4.458
S1 4.544 4.423

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

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