NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 4.665 5.010 0.345 7.4% 4.680
High 5.013 5.135 0.122 2.4% 5.135
Low 4.665 4.855 0.190 4.1% 4.605
Close 5.001 4.873 -0.128 -2.6% 4.873
Range 0.348 0.280 -0.068 -19.5% 0.530
ATR 0.185 0.192 0.007 3.7% 0.000
Volume 6,296 4,191 -2,105 -33.4% 15,677
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.794 5.614 5.027
R3 5.514 5.334 4.950
R2 5.234 5.234 4.924
R1 5.054 5.054 4.899 5.004
PP 4.954 4.954 4.954 4.930
S1 4.774 4.774 4.847 4.724
S2 4.674 4.674 4.822
S3 4.394 4.494 4.796
S4 4.114 4.214 4.719
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 6.461 6.197 5.165
R3 5.931 5.667 5.019
R2 5.401 5.401 4.970
R1 5.137 5.137 4.922 5.269
PP 4.871 4.871 4.871 4.937
S1 4.607 4.607 4.824 4.739
S2 4.341 4.341 4.776
S3 3.811 4.077 4.727
S4 3.281 3.547 4.582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.135 4.605 0.530 10.9% 0.191 3.9% 51% True False 4,004
10 5.297 4.605 0.692 14.2% 0.192 3.9% 39% False False 3,254
20 5.523 4.520 1.003 20.6% 0.198 4.1% 35% False False 3,454
40 5.523 4.434 1.089 22.3% 0.153 3.1% 40% False False 2,294
60 5.523 4.434 1.089 22.3% 0.153 3.1% 40% False False 1,946
80 5.975 4.434 1.541 31.6% 0.155 3.2% 28% False False 1,700
100 7.150 4.434 2.716 55.7% 0.158 3.2% 16% False False 1,545
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 False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.325
2.618 5.868
1.618 5.588
1.000 5.415
0.618 5.308
HIGH 5.135
0.618 5.028
0.500 4.995
0.382 4.962
LOW 4.855
0.618 4.682
1.000 4.575
1.618 4.402
2.618 4.122
4.250 3.665
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 4.995 4.891
PP 4.954 4.885
S1 4.914 4.879

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

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