NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 5.155 4.994 -0.161 -3.1% 5.189
High 5.155 5.040 -0.115 -2.2% 5.515
Low 4.955 4.890 -0.065 -1.3% 5.145
Close 5.016 4.946 -0.070 -1.4% 5.151
Range 0.200 0.150 -0.050 -25.0% 0.370
ATR 0.210 0.206 -0.004 -2.0% 0.000
Volume 1,955 3,423 1,468 75.1% 27,162
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.409 5.327 5.029
R3 5.259 5.177 4.987
R2 5.109 5.109 4.974
R1 5.027 5.027 4.960 4.993
PP 4.959 4.959 4.959 4.942
S1 4.877 4.877 4.932 4.843
S2 4.809 4.809 4.919
S3 4.659 4.727 4.905
S4 4.509 4.577 4.864
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 5.445 4.890 0.555 11.2% 0.187 3.8% 10% False True 4,787
10 5.515 4.890 0.625 12.6% 0.208 4.2% 9% False True 4,697
20 5.515 4.646 0.869 17.6% 0.218 4.4% 35% False False 4,222
40 5.523 4.434 1.089 22.0% 0.198 4.0% 47% False False 3,612
60 5.523 4.434 1.089 22.0% 0.167 3.4% 47% False False 2,785
80 5.523 4.434 1.089 22.0% 0.165 3.3% 47% False False 2,373
100 5.975 4.434 1.541 31.2% 0.165 3.3% 33% False False 2,107
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.678
2.618 5.433
1.618 5.283
1.000 5.190
0.618 5.133
HIGH 5.040
0.618 4.983
0.500 4.965
0.382 4.947
LOW 4.890
0.618 4.797
1.000 4.740
1.618 4.647
2.618 4.497
4.250 4.253
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 4.965 5.107
PP 4.959 5.053
S1 4.952 5.000

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

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