NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 4.721 4.665 -0.056 -1.2% 5.149
High 4.739 5.013 0.274 5.8% 5.287
Low 4.646 4.665 0.019 0.4% 4.690
Close 4.727 5.001 0.274 5.8% 4.722
Range 0.093 0.348 0.255 274.2% 0.597
ATR 0.173 0.185 0.013 7.3% 0.000
Volume 3,134 6,296 3,162 100.9% 13,118
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 5.937 5.817 5.192
R3 5.589 5.469 5.097
R2 5.241 5.241 5.065
R1 5.121 5.121 5.033 5.181
PP 4.893 4.893 4.893 4.923
S1 4.773 4.773 4.969 4.833
S2 4.545 4.545 4.937
S3 4.197 4.425 4.905
S4 3.849 4.077 4.810
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.691 6.303 5.050
R3 6.094 5.706 4.886
R2 5.497 5.497 4.831
R1 5.109 5.109 4.777 5.005
PP 4.900 4.900 4.900 4.847
S1 4.512 4.512 4.667 4.408
S2 4.303 4.303 4.613
S3 3.706 3.915 4.558
S4 3.109 3.318 4.394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.023 4.605 0.418 8.4% 0.184 3.7% 95% False False 3,584
10 5.373 4.605 0.768 15.4% 0.185 3.7% 52% False False 3,329
20 5.523 4.434 1.089 21.8% 0.190 3.8% 52% False False 3,323
40 5.523 4.434 1.089 21.8% 0.148 3.0% 52% False False 2,219
60 5.523 4.434 1.089 21.8% 0.151 3.0% 52% False False 1,892
80 5.975 4.434 1.541 30.8% 0.153 3.1% 37% False False 1,667
100 7.150 4.434 2.716 54.3% 0.158 3.2% 21% False False 1,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 6.492
2.618 5.924
1.618 5.576
1.000 5.361
0.618 5.228
HIGH 5.013
0.618 4.880
0.500 4.839
0.382 4.798
LOW 4.665
0.618 4.450
1.000 4.317
1.618 4.102
2.618 3.754
4.250 3.186
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 4.947 4.937
PP 4.893 4.873
S1 4.839 4.809

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

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