NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 4.565 4.520 -0.045 -1.0% 4.390
High 4.592 4.780 0.188 4.1% 4.642
Low 4.400 4.456 0.056 1.3% 4.243
Close 4.493 4.768 0.275 6.1% 4.493
Range 0.192 0.324 0.132 68.8% 0.399
ATR 0.238 0.244 0.006 2.6% 0.000
Volume 23,815 13,263 -10,552 -44.3% 83,107
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.640 5.528 4.946
R3 5.316 5.204 4.857
R2 4.992 4.992 4.827
R1 4.880 4.880 4.798 4.936
PP 4.668 4.668 4.668 4.696
S1 4.556 4.556 4.738 4.612
S2 4.344 4.344 4.709
S3 4.020 4.232 4.679
S4 3.696 3.908 4.590
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 4.780 4.255 0.525 11.0% 0.252 5.3% 98% True False 16,084
10 4.780 4.032 0.748 15.7% 0.253 5.3% 98% True False 15,205
20 4.780 3.892 0.888 18.6% 0.253 5.3% 99% True False 12,805
40 4.955 3.754 1.201 25.2% 0.216 4.5% 84% False False 10,863
60 4.978 3.754 1.224 25.7% 0.200 4.2% 83% False False 9,438
80 4.978 3.754 1.224 25.7% 0.197 4.1% 83% False False 8,657
100 5.499 3.754 1.745 36.6% 0.198 4.2% 58% False False 7,885
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 0.058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.157
2.618 5.628
1.618 5.304
1.000 5.104
0.618 4.980
HIGH 4.780
0.618 4.656
0.500 4.618
0.382 4.580
LOW 4.456
0.618 4.256
1.000 4.132
1.618 3.932
2.618 3.608
4.250 3.079
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 4.718 4.689
PP 4.668 4.610
S1 4.618 4.531

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

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