NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 4.329 4.565 0.236 5.5% 4.390
High 4.642 4.592 -0.050 -1.1% 4.642
Low 4.281 4.400 0.119 2.8% 4.243
Close 4.563 4.493 -0.070 -1.5% 4.493
Range 0.361 0.192 -0.169 -46.8% 0.399
ATR 0.242 0.238 -0.004 -1.5% 0.000
Volume 14,316 23,815 9,499 66.4% 83,107
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.071 4.974 4.599
R3 4.879 4.782 4.546
R2 4.687 4.687 4.528
R1 4.590 4.590 4.511 4.543
PP 4.495 4.495 4.495 4.471
S1 4.398 4.398 4.475 4.351
S2 4.303 4.303 4.458
S3 4.111 4.206 4.440
S4 3.919 4.014 4.387
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.656 5.474 4.712
R3 5.257 5.075 4.603
R2 4.858 4.858 4.566
R1 4.676 4.676 4.530 4.767
PP 4.459 4.459 4.459 4.505
S1 4.277 4.277 4.456 4.368
S2 4.060 4.060 4.420
S3 3.661 3.878 4.383
S4 3.262 3.479 4.274
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 8.9% 0.217 4.8% 63% False False 16,621
10 4.659 4.032 0.627 14.0% 0.258 5.7% 74% False False 15,020
20 4.721 3.892 0.829 18.5% 0.246 5.5% 72% False False 12,870
40 4.955 3.754 1.201 26.7% 0.214 4.8% 62% False False 10,720
60 4.978 3.754 1.224 27.2% 0.205 4.6% 60% False False 9,321
80 4.978 3.754 1.224 27.2% 0.195 4.3% 60% False False 8,577
100 5.499 3.754 1.745 38.8% 0.196 4.4% 42% False False 7,775
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.408
2.618 5.095
1.618 4.903
1.000 4.784
0.618 4.711
HIGH 4.592
0.618 4.519
0.500 4.496
0.382 4.473
LOW 4.400
0.618 4.281
1.000 4.208
1.618 4.089
2.618 3.897
4.250 3.584
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 4.496 4.480
PP 4.495 4.467
S1 4.494 4.454

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

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