NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 5.260 5.171 -0.089 -1.7% 4.680
High 5.260 5.171 -0.089 -1.7% 5.135
Low 5.122 4.840 -0.282 -5.5% 4.605
Close 5.160 4.882 -0.278 -5.4% 4.873
Range 0.138 0.331 0.193 139.9% 0.530
ATR 0.201 0.210 0.009 4.6% 0.000
Volume 3,057 3,681 624 20.4% 15,677
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.957 5.751 5.064
R3 5.626 5.420 4.973
R2 5.295 5.295 4.943
R1 5.089 5.089 4.912 5.027
PP 4.964 4.964 4.964 4.933
S1 4.758 4.758 4.852 4.696
S2 4.633 4.633 4.821
S3 4.302 4.427 4.791
S4 3.971 4.096 4.700
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 4.665 0.596 12.2% 0.286 5.9% 36% False False 4,252
10 5.261 4.605 0.656 13.4% 0.216 4.4% 42% False False 3,523
20 5.523 4.605 0.918 18.8% 0.213 4.4% 30% False False 3,552
40 5.523 4.434 1.089 22.3% 0.165 3.4% 41% False False 2,455
60 5.523 4.434 1.089 22.3% 0.159 3.2% 41% False False 2,079
80 5.975 4.434 1.541 31.6% 0.159 3.2% 29% False False 1,791
100 6.647 4.434 2.213 45.3% 0.159 3.3% 20% False False 1,619
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.578
2.618 6.038
1.618 5.707
1.000 5.502
0.618 5.376
HIGH 5.171
0.618 5.045
0.500 5.006
0.382 4.966
LOW 4.840
0.618 4.635
1.000 4.509
1.618 4.304
2.618 3.973
4.250 3.433
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 5.006 5.051
PP 4.964 4.994
S1 4.923 4.938

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

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