NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 5.010 4.930 -0.080 -1.6% 4.680
High 5.135 5.261 0.126 2.5% 5.135
Low 4.855 4.930 0.075 1.5% 4.605
Close 4.873 5.254 0.381 7.8% 4.873
Range 0.280 0.331 0.051 18.2% 0.530
ATR 0.192 0.206 0.014 7.3% 0.000
Volume 4,191 4,036 -155 -3.7% 15,677
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.141 6.029 5.436
R3 5.810 5.698 5.345
R2 5.479 5.479 5.315
R1 5.367 5.367 5.284 5.423
PP 5.148 5.148 5.148 5.177
S1 5.036 5.036 5.224 5.092
S2 4.817 4.817 5.193
S3 4.486 4.705 5.163
S4 4.155 4.374 5.072
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 5.261 4.605 0.656 12.5% 0.237 4.5% 99% True False 3,942
10 5.287 4.605 0.682 13.0% 0.211 4.0% 95% False False 3,283
20 5.523 4.578 0.945 18.0% 0.207 3.9% 72% False False 3,470
40 5.523 4.434 1.089 20.7% 0.157 3.0% 75% False False 2,352
60 5.523 4.434 1.089 20.7% 0.155 3.0% 75% False False 1,990
80 5.975 4.434 1.541 29.3% 0.157 3.0% 53% False False 1,738
100 7.040 4.434 2.606 49.6% 0.159 3.0% 31% False False 1,572
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.668
2.618 6.128
1.618 5.797
1.000 5.592
0.618 5.466
HIGH 5.261
0.618 5.135
0.500 5.096
0.382 5.056
LOW 4.930
0.618 4.725
1.000 4.599
1.618 4.394
2.618 4.063
4.250 3.523
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 5.201 5.157
PP 5.148 5.060
S1 5.096 4.963

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

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