NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 4.520 4.760 0.240 5.3% 4.390
High 4.780 4.933 0.153 3.2% 4.642
Low 4.456 4.611 0.155 3.5% 4.243
Close 4.768 4.670 -0.098 -2.1% 4.493
Range 0.324 0.322 -0.002 -0.6% 0.399
ATR 0.244 0.250 0.006 2.3% 0.000
Volume 13,263 16,777 3,514 26.5% 83,107
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.704 5.509 4.847
R3 5.382 5.187 4.759
R2 5.060 5.060 4.729
R1 4.865 4.865 4.700 4.802
PP 4.738 4.738 4.738 4.706
S1 4.543 4.543 4.640 4.480
S2 4.416 4.416 4.611
S3 4.094 4.221 4.581
S4 3.772 3.899 4.493
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 4.933 4.266 0.667 14.3% 0.282 6.0% 61% True False 15,981
10 4.933 4.032 0.901 19.3% 0.268 5.7% 71% True False 15,552
20 4.933 3.892 1.041 22.3% 0.259 5.6% 75% True False 13,192
40 4.955 3.754 1.201 25.7% 0.220 4.7% 76% False False 11,131
60 4.978 3.754 1.224 26.2% 0.202 4.3% 75% False False 9,492
80 4.978 3.754 1.224 26.2% 0.200 4.3% 75% False False 8,765
100 5.499 3.754 1.745 37.4% 0.199 4.3% 52% False False 8,005
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.302
2.618 5.776
1.618 5.454
1.000 5.255
0.618 5.132
HIGH 4.933
0.618 4.810
0.500 4.772
0.382 4.734
LOW 4.611
0.618 4.412
1.000 4.289
1.618 4.090
2.618 3.768
4.250 3.243
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 4.772 4.669
PP 4.738 4.668
S1 4.704 4.667

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

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