NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 4.333 4.242 -0.091 -2.1% 4.489
High 4.372 4.263 -0.109 -2.5% 4.550
Low 4.179 4.142 -0.037 -0.9% 4.206
Close 4.204 4.178 -0.026 -0.6% 4.451
Range 0.193 0.121 -0.072 -37.3% 0.344
ATR 0.214 0.207 -0.007 -3.1% 0.000
Volume 8,983 11,846 2,863 31.9% 54,085
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.557 4.489 4.245
R3 4.436 4.368 4.211
R2 4.315 4.315 4.200
R1 4.247 4.247 4.189 4.221
PP 4.194 4.194 4.194 4.181
S1 4.126 4.126 4.167 4.100
S2 4.073 4.073 4.156
S3 3.952 4.005 4.145
S4 3.831 3.884 4.111
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 4.142 0.328 7.9% 0.156 3.7% 11% False True 10,578
10 4.821 4.142 0.679 16.3% 0.176 4.2% 5% False True 11,859
20 4.933 4.032 0.901 21.6% 0.212 5.1% 16% False False 13,942
40 4.955 3.892 1.063 25.4% 0.231 5.5% 27% False False 12,717
60 4.955 3.754 1.201 28.7% 0.203 4.9% 35% False False 10,555
80 4.978 3.754 1.224 29.3% 0.198 4.7% 35% False False 9,604
100 5.499 3.754 1.745 41.8% 0.196 4.7% 24% False False 8,890
120 6.200 3.754 2.446 58.5% 0.197 4.7% 17% False False 8,076
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 True
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.777
2.618 4.580
1.618 4.459
1.000 4.384
0.618 4.338
HIGH 4.263
0.618 4.217
0.500 4.203
0.382 4.188
LOW 4.142
0.618 4.067
1.000 4.021
1.618 3.946
2.618 3.825
4.250 3.628
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 4.203 4.290
PP 4.194 4.252
S1 4.186 4.215

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

View Archives - Comment on this page... - Back to Index of Symbols