NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 5.324 5.155 -0.169 -3.2% 5.189
High 5.324 5.155 -0.169 -3.2% 5.515
Low 5.145 4.955 -0.190 -3.7% 5.145
Close 5.151 5.016 -0.135 -2.6% 5.151
Range 0.179 0.200 0.021 11.7% 0.370
ATR 0.211 0.210 -0.001 -0.4% 0.000
Volume 4,760 1,955 -2,805 -58.9% 27,162
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.642 5.529 5.126
R3 5.442 5.329 5.071
R2 5.242 5.242 5.053
R1 5.129 5.129 5.034 5.086
PP 5.042 5.042 5.042 5.020
S1 4.929 4.929 4.998 4.886
S2 4.842 4.842 4.979
S3 4.642 4.729 4.961
S4 4.442 4.529 4.906
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 4.955 0.560 11.2% 0.213 4.2% 11% False True 5,127
10 5.515 4.955 0.560 11.2% 0.206 4.1% 11% False True 4,683
20 5.515 4.605 0.910 18.1% 0.217 4.3% 45% False False 4,154
40 5.523 4.434 1.089 21.7% 0.197 3.9% 53% False False 3,550
60 5.523 4.434 1.089 21.7% 0.168 3.3% 53% False False 2,762
80 5.523 4.434 1.089 21.7% 0.167 3.3% 53% False False 2,335
100 5.975 4.434 1.541 30.7% 0.166 3.3% 38% False False 2,080
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.005
2.618 5.679
1.618 5.479
1.000 5.355
0.618 5.279
HIGH 5.155
0.618 5.079
0.500 5.055
0.382 5.031
LOW 4.955
0.618 4.831
1.000 4.755
1.618 4.631
2.618 4.431
4.250 4.105
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 5.055 5.200
PP 5.042 5.139
S1 5.029 5.077

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

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