NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 5.265 5.440 0.175 3.3% 5.082
High 5.386 5.445 0.059 1.1% 5.285
Low 5.210 5.215 0.005 0.1% 4.968
Close 5.382 5.266 -0.116 -2.2% 5.169
Range 0.176 0.230 0.054 30.7% 0.317
ATR 0.212 0.213 0.001 0.6% 0.000
Volume 6,922 6,875 -47 -0.7% 20,855
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.999 5.862 5.393
R3 5.769 5.632 5.329
R2 5.539 5.539 5.308
R1 5.402 5.402 5.287 5.356
PP 5.309 5.309 5.309 5.285
S1 5.172 5.172 5.245 5.126
S2 5.079 5.079 5.224
S3 4.849 4.942 5.203
S4 4.619 4.712 5.140
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.092 5.947 5.343
R3 5.775 5.630 5.256
R2 5.458 5.458 5.227
R1 5.313 5.313 5.198 5.386
PP 5.141 5.141 5.141 5.177
S1 4.996 4.996 5.140 5.069
S2 4.824 4.824 5.111
S3 4.507 4.679 5.082
S4 4.190 4.362 4.995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.515 5.086 0.429 8.1% 0.217 4.1% 42% False False 5,821
10 5.515 4.968 0.547 10.4% 0.200 3.8% 54% False False 4,625
20 5.515 4.605 0.910 17.3% 0.215 4.1% 73% False False 4,139
40 5.523 4.434 1.089 20.7% 0.193 3.7% 76% False False 3,438
60 5.523 4.434 1.089 20.7% 0.169 3.2% 76% False False 2,707
80 5.523 4.434 1.089 20.7% 0.165 3.1% 76% False False 2,276
100 5.975 4.434 1.541 29.3% 0.165 3.1% 54% False False 2,034
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.423
2.618 6.047
1.618 5.817
1.000 5.675
0.618 5.587
HIGH 5.445
0.618 5.357
0.500 5.330
0.382 5.303
LOW 5.215
0.618 5.073
1.000 4.985
1.618 4.843
2.618 4.613
4.250 4.238
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 5.330 5.363
PP 5.309 5.330
S1 5.287 5.298

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

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