NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 4.789 4.653 -0.136 -2.8% 4.520
High 4.821 4.670 -0.151 -3.1% 4.933
Low 4.576 4.495 -0.081 -1.8% 4.456
Close 4.614 4.514 -0.100 -2.2% 4.514
Range 0.245 0.175 -0.070 -28.6% 0.477
ATR 0.246 0.241 -0.005 -2.1% 0.000
Volume 18,964 15,685 -3,279 -17.3% 83,302
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.085 4.974 4.610
R3 4.910 4.799 4.562
R2 4.735 4.735 4.546
R1 4.624 4.624 4.530 4.592
PP 4.560 4.560 4.560 4.544
S1 4.449 4.449 4.498 4.417
S2 4.385 4.385 4.482
S3 4.210 4.274 4.466
S4 4.035 4.099 4.418
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.065 5.767 4.776
R3 5.588 5.290 4.645
R2 5.111 5.111 4.601
R1 4.813 4.813 4.558 4.724
PP 4.634 4.634 4.634 4.590
S1 4.336 4.336 4.470 4.247
S2 4.157 4.157 4.427
S3 3.680 3.859 4.383
S4 3.203 3.382 4.252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.933 4.456 0.477 10.6% 0.251 5.6% 12% False False 16,660
10 4.933 4.243 0.690 15.3% 0.234 5.2% 39% False False 16,640
20 4.933 3.892 1.041 23.1% 0.246 5.5% 60% False False 14,604
40 4.955 3.754 1.201 26.6% 0.229 5.1% 63% False False 12,025
60 4.965 3.754 1.211 26.8% 0.206 4.6% 63% False False 10,107
80 4.978 3.754 1.224 27.1% 0.201 4.5% 62% False False 9,276
100 5.499 3.754 1.745 38.7% 0.200 4.4% 44% False False 8,427
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.056
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.414
2.618 5.128
1.618 4.953
1.000 4.845
0.618 4.778
HIGH 4.670
0.618 4.603
0.500 4.583
0.382 4.562
LOW 4.495
0.618 4.387
1.000 4.320
1.618 4.212
2.618 4.037
4.250 3.751
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 4.583 4.658
PP 4.560 4.610
S1 4.537 4.562

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

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