NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 4.315 4.390 0.075 1.7% 4.278
High 4.479 4.390 -0.089 -2.0% 4.659
Low 4.243 4.243 0.000 0.0% 4.032
Close 4.395 4.330 -0.065 -1.5% 4.395
Range 0.236 0.147 -0.089 -37.7% 0.627
ATR 0.246 0.239 -0.007 -2.7% 0.000
Volume 14,925 15,947 1,022 6.8% 67,102
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.762 4.693 4.411
R3 4.615 4.546 4.370
R2 4.468 4.468 4.357
R1 4.399 4.399 4.343 4.360
PP 4.321 4.321 4.321 4.302
S1 4.252 4.252 4.317 4.213
S2 4.174 4.174 4.303
S3 4.027 4.105 4.290
S4 3.880 3.958 4.249
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.243 5.946 4.740
R3 5.616 5.319 4.567
R2 4.989 4.989 4.510
R1 4.692 4.692 4.452 4.841
PP 4.362 4.362 4.362 4.436
S1 4.065 4.065 4.338 4.214
S2 3.735 3.735 4.280
S3 3.108 3.438 4.223
S4 2.481 2.811 4.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.659 4.032 0.627 14.5% 0.254 5.9% 48% False False 14,327
10 4.659 3.892 0.767 17.7% 0.262 6.0% 57% False False 12,996
20 4.955 3.892 1.063 24.5% 0.245 5.7% 41% False False 12,200
40 4.955 3.754 1.201 27.7% 0.203 4.7% 48% False False 9,603
60 4.978 3.754 1.224 28.3% 0.198 4.6% 47% False False 8,608
80 5.260 3.754 1.506 34.8% 0.192 4.4% 38% False False 7,955
100 5.799 3.754 2.045 47.2% 0.194 4.5% 28% False False 7,252
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.060
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.015
2.618 4.775
1.618 4.628
1.000 4.537
0.618 4.481
HIGH 4.390
0.618 4.334
0.500 4.317
0.382 4.299
LOW 4.243
0.618 4.152
1.000 4.096
1.618 4.005
2.618 3.858
4.250 3.618
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 4.326 4.305
PP 4.321 4.280
S1 4.317 4.256

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

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