NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 5.110 5.090 -0.020 -0.4% 4.930
High 5.112 5.120 0.008 0.2% 5.261
Low 4.981 4.968 -0.013 -0.3% 4.733
Close 5.070 5.012 -0.058 -1.1% 5.118
Range 0.131 0.152 0.021 16.0% 0.528
ATR 0.206 0.202 -0.004 -1.9% 0.000
Volume 3,275 3,867 592 18.1% 17,431
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.489 5.403 5.096
R3 5.337 5.251 5.054
R2 5.185 5.185 5.040
R1 5.099 5.099 5.026 5.066
PP 5.033 5.033 5.033 5.017
S1 4.947 4.947 4.998 4.914
S2 4.881 4.881 4.984
S3 4.729 4.795 4.970
S4 4.577 4.643 4.928
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 5.184 4.733 0.451 9.0% 0.183 3.7% 62% False False 3,388
10 5.261 4.665 0.596 11.9% 0.234 4.7% 58% False False 3,820
20 5.523 4.605 0.918 18.3% 0.205 4.1% 44% False False 3,551
40 5.523 4.434 1.089 21.7% 0.173 3.5% 53% False False 2,794
60 5.523 4.434 1.089 21.7% 0.163 3.2% 53% False False 2,275
80 5.550 4.434 1.116 22.3% 0.158 3.2% 52% False False 1,937
100 6.066 4.434 1.632 32.6% 0.159 3.2% 35% False False 1,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.766
2.618 5.518
1.618 5.366
1.000 5.272
0.618 5.214
HIGH 5.120
0.618 5.062
0.500 5.044
0.382 5.026
LOW 4.968
0.618 4.874
1.000 4.816
1.618 4.722
2.618 4.570
4.250 4.322
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 5.044 5.044
PP 5.033 5.033
S1 5.023 5.023

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

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