NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	4.910	4.993	0.083	1.7%	4.930
High	5.042	5.184	0.142	2.8%	5.261
Low	4.733	4.969	0.236	5.0%	4.733
Close	4.993	5.118	0.125	2.5%	5.118
Range	0.309	0.215	-0.094	-30.4%	0.528
ATR	0.217	0.217	0.000	-0.1%	0.000
Volume	3,659	2,998	-661	-18.1%	17,431

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.735	5.642	5.236
R3	5.520	5.427	5.177
R2	5.305	5.305	5.157
R1	5.212	5.212	5.138	5.259
PP	5.090	5.090	5.090	5.114
S1	4.997	4.997	5.098	5.044
S2	4.875	4.875	5.079
S3	4.660	4.782	5.059
S4	4.445	4.567	5.000

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.621	6.398	5.408
R3	6.093	5.870	5.263
R2	5.565	5.565	5.215
R1	5.342	5.342	5.166	5.454
PP	5.037	5.037	5.037	5.093
S1	4.814	4.814	5.070	4.926
S2	4.509	4.509	5.021
S3	3.981	4.286	4.973
S4	3.453	3.758	4.828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.261	4.733	0.528	10.3%	0.265	5.2%	73%	False	False	3,486
10	5.261	4.605	0.656	12.8%	0.228	4.4%	78%	False	False	3,745
20	5.523	4.605	0.918	17.9%	0.213	4.2%	56%	False	False	3,567
40	5.523	4.434	1.089	21.3%	0.174	3.4%	63%	False	False	2,586
60	5.523	4.434	1.089	21.3%	0.164	3.2%	63%	False	False	2,151
80	5.880	4.434	1.446	28.3%	0.160	3.1%	47%	False	False	1,848
100	6.501	4.434	2.067	40.4%	0.162	3.2%	33%	False	False	1,673

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	0.036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.098
2.618	5.747
1.618	5.532
1.000	5.399
0.618	5.317
HIGH	5.184
0.618	5.102
0.500	5.077
0.382	5.051
LOW	4.969
0.618	4.836
1.000	4.754
1.618	4.621
2.618	4.406
4.250	4.055

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	5.104	5.065
PP	5.090	5.012
S1	5.077	4.959

Download as Excel Spreadsheet

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

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