NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 5.440 5.324 -0.116 -2.1% 5.189
High 5.445 5.324 -0.121 -2.2% 5.515
Low 5.215 5.145 -0.070 -1.3% 5.145
Close 5.266 5.151 -0.115 -2.2% 5.151
Range 0.230 0.179 -0.051 -22.2% 0.370
ATR 0.213 0.211 -0.002 -1.1% 0.000
Volume 6,875 4,760 -2,115 -30.8% 27,162
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.744 5.626 5.249
R3 5.565 5.447 5.200
R2 5.386 5.386 5.184
R1 5.268 5.268 5.167 5.238
PP 5.207 5.207 5.207 5.191
S1 5.089 5.089 5.135 5.059
S2 5.028 5.028 5.118
S3 4.849 4.910 5.102
S4 4.670 4.731 5.053
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.380 6.136 5.355
R3 6.010 5.766 5.253
R2 5.640 5.640 5.219
R1 5.396 5.396 5.185 5.333
PP 5.270 5.270 5.270 5.239
S1 5.026 5.026 5.117 4.963
S2 4.900 4.900 5.083
S3 4.530 4.656 5.049
S4 4.160 4.286 4.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.515 5.145 0.370 7.2% 0.219 4.2% 2% False True 5,432
10 5.515 4.968 0.547 10.6% 0.196 3.8% 33% False False 4,801
20 5.515 4.605 0.910 17.7% 0.212 4.1% 60% False False 4,273
40 5.523 4.434 1.089 21.1% 0.195 3.8% 66% False False 3,535
60 5.523 4.434 1.089 21.1% 0.171 3.3% 66% False False 2,771
80 5.523 4.434 1.089 21.1% 0.166 3.2% 66% False False 2,324
100 5.975 4.434 1.541 29.9% 0.165 3.2% 47% False False 2,070
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.085
2.618 5.793
1.618 5.614
1.000 5.503
0.618 5.435
HIGH 5.324
0.618 5.256
0.500 5.235
0.382 5.213
LOW 5.145
0.618 5.034
1.000 4.966
1.618 4.855
2.618 4.676
4.250 4.384
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 5.235 5.295
PP 5.207 5.247
S1 5.179 5.199

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

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