NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 4.314 4.271 -0.043 -1.0% 4.520
High 4.365 4.410 0.045 1.0% 4.933
Low 4.206 4.258 0.052 1.2% 4.456
Close 4.263 4.331 0.068 1.6% 4.514
Range 0.159 0.152 -0.007 -4.4% 0.477
ATR 0.229 0.223 -0.005 -2.4% 0.000
Volume 12,996 12,878 -118 -0.9% 83,302
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.789 4.712 4.415
R3 4.637 4.560 4.373
R2 4.485 4.485 4.359
R1 4.408 4.408 4.345 4.447
PP 4.333 4.333 4.333 4.352
S1 4.256 4.256 4.317 4.295
S2 4.181 4.181 4.303
S3 4.029 4.104 4.289
S4 3.877 3.952 4.247
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 4.670 4.206 0.464 10.7% 0.176 4.1% 27% False False 11,923
10 4.933 4.206 0.727 16.8% 0.215 5.0% 17% False False 15,105
20 4.933 4.032 0.901 20.8% 0.241 5.6% 33% False False 14,651
40 4.955 3.754 1.201 27.7% 0.233 5.4% 48% False False 12,525
60 4.955 3.754 1.201 27.7% 0.202 4.7% 48% False False 10,332
80 4.978 3.754 1.224 28.3% 0.200 4.6% 47% False False 9,520
100 5.499 3.754 1.745 40.3% 0.198 4.6% 33% False False 8,701
120 6.784 3.754 3.030 70.0% 0.201 4.6% 19% False False 7,863
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.056
2.618 4.808
1.618 4.656
1.000 4.562
0.618 4.504
HIGH 4.410
0.618 4.352
0.500 4.334
0.382 4.316
LOW 4.258
0.618 4.164
1.000 4.106
1.618 4.012
2.618 3.860
4.250 3.612
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 4.334 4.325
PP 4.333 4.319
S1 4.332 4.313

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

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