NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 4.373 4.329 -0.044 -1.0% 4.278
High 4.478 4.642 0.164 3.7% 4.659
Low 4.266 4.281 0.015 0.4% 4.032
Close 4.312 4.563 0.251 5.8% 4.395
Range 0.212 0.361 0.149 70.3% 0.627
ATR 0.233 0.242 0.009 3.9% 0.000
Volume 11,737 14,316 2,579 22.0% 67,102
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.578 5.432 4.762
R3 5.217 5.071 4.662
R2 4.856 4.856 4.629
R1 4.710 4.710 4.596 4.783
PP 4.495 4.495 4.495 4.532
S1 4.349 4.349 4.530 4.422
S2 4.134 4.134 4.497
S3 3.773 3.988 4.464
S4 3.412 3.627 4.364
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 4.642 4.243 0.399 8.7% 0.226 4.9% 80% True False 14,843
10 4.659 4.032 0.627 13.7% 0.267 5.9% 85% False False 14,197
20 4.795 3.892 0.903 19.8% 0.247 5.4% 74% False False 12,470
40 4.955 3.754 1.201 26.3% 0.212 4.6% 67% False False 10,277
60 4.978 3.754 1.224 26.8% 0.204 4.5% 66% False False 9,001
80 4.978 3.754 1.224 26.8% 0.194 4.3% 66% False False 8,325
100 5.499 3.754 1.745 38.2% 0.196 4.3% 46% False False 7,565
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.176
2.618 5.587
1.618 5.226
1.000 5.003
0.618 4.865
HIGH 4.642
0.618 4.504
0.500 4.462
0.382 4.419
LOW 4.281
0.618 4.058
1.000 3.920
1.618 3.697
2.618 3.336
4.250 2.747
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 4.529 4.525
PP 4.495 4.487
S1 4.462 4.449

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

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