NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 4.383 4.333 -0.050 -1.1% 4.489
High 4.437 4.372 -0.065 -1.5% 4.550
Low 4.317 4.179 -0.138 -3.2% 4.206
Close 4.332 4.204 -0.128 -3.0% 4.451
Range 0.120 0.193 0.073 60.8% 0.344
ATR 0.215 0.214 -0.002 -0.7% 0.000
Volume 9,036 8,983 -53 -0.6% 54,085
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.831 4.710 4.310
R3 4.638 4.517 4.257
R2 4.445 4.445 4.239
R1 4.324 4.324 4.222 4.288
PP 4.252 4.252 4.252 4.234
S1 4.131 4.131 4.186 4.095
S2 4.059 4.059 4.169
S3 3.866 3.938 4.151
S4 3.673 3.745 4.098
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.434 5.287 4.640
R3 5.090 4.943 4.546
R2 4.746 4.746 4.514
R1 4.599 4.599 4.483 4.501
PP 4.402 4.402 4.402 4.353
S1 4.255 4.255 4.419 4.157
S2 4.058 4.058 4.388
S3 3.714 3.911 4.356
S4 3.370 3.567 4.262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.470 4.179 0.291 6.9% 0.164 3.9% 9% False True 10,808
10 4.821 4.179 0.642 15.3% 0.182 4.3% 4% False True 12,536
20 4.933 4.032 0.901 21.4% 0.225 5.4% 19% False False 14,044
40 4.955 3.892 1.063 25.3% 0.232 5.5% 29% False False 12,600
60 4.955 3.754 1.201 28.6% 0.204 4.8% 37% False False 10,458
80 4.978 3.754 1.224 29.1% 0.199 4.7% 37% False False 9,545
100 5.499 3.754 1.745 41.5% 0.198 4.7% 26% False False 8,824
120 6.555 3.754 2.801 66.6% 0.199 4.7% 16% False False 8,011
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.192
2.618 4.877
1.618 4.684
1.000 4.565
0.618 4.491
HIGH 4.372
0.618 4.298
0.500 4.276
0.382 4.253
LOW 4.179
0.618 4.060
1.000 3.986
1.618 3.867
2.618 3.674
4.250 3.359
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 4.276 4.325
PP 4.252 4.284
S1 4.228 4.244

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

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