NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 4.390 4.315 -0.075 -1.7% 4.278
High 4.390 4.427 0.037 0.8% 4.659
Low 4.243 4.255 0.012 0.3% 4.032
Close 4.330 4.347 0.017 0.4% 4.395
Range 0.147 0.172 0.025 17.0% 0.627
ATR 0.239 0.234 -0.005 -2.0% 0.000
Volume 15,947 17,292 1,345 8.4% 67,102
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.859 4.775 4.442
R3 4.687 4.603 4.394
R2 4.515 4.515 4.379
R1 4.431 4.431 4.363 4.473
PP 4.343 4.343 4.343 4.364
S1 4.259 4.259 4.331 4.301
S2 4.171 4.171 4.315
S3 3.999 4.087 4.300
S4 3.827 3.915 4.252
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 4.546 4.032 0.514 11.8% 0.253 5.8% 61% False False 15,123
10 4.659 3.946 0.713 16.4% 0.261 6.0% 56% False False 13,858
20 4.955 3.892 1.063 24.5% 0.247 5.7% 43% False False 12,526
40 4.955 3.754 1.201 27.6% 0.203 4.7% 49% False False 9,894
60 4.978 3.754 1.224 28.2% 0.199 4.6% 48% False False 8,775
80 5.140 3.754 1.386 31.9% 0.191 4.4% 43% False False 8,094
100 5.650 3.754 1.896 43.6% 0.194 4.5% 31% False False 7,381
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 0.057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.158
2.618 4.877
1.618 4.705
1.000 4.599
0.618 4.533
HIGH 4.427
0.618 4.361
0.500 4.341
0.382 4.321
LOW 4.255
0.618 4.149
1.000 4.083
1.618 3.977
2.618 3.805
4.250 3.524
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 4.345 4.361
PP 4.343 4.356
S1 4.341 4.352

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

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