NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 4.946 4.900 -0.046 -0.9% 5.189
High 4.975 5.005 0.030 0.6% 5.515
Low 4.843 4.885 0.042 0.9% 5.145
Close 4.890 4.957 0.067 1.4% 5.151
Range 0.132 0.120 -0.012 -9.1% 0.370
ATR 0.200 0.195 -0.006 -2.9% 0.000
Volume 3,002 3,755 753 25.1% 27,162
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.309 5.253 5.023
R3 5.189 5.133 4.990
R2 5.069 5.069 4.979
R1 5.013 5.013 4.968 5.041
PP 4.949 4.949 4.949 4.963
S1 4.893 4.893 4.946 4.921
S2 4.829 4.829 4.935
S3 4.709 4.773 4.924
S4 4.589 4.653 4.891
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 5.324 4.843 0.481 9.7% 0.156 3.2% 24% False False 3,379
10 5.515 4.843 0.672 13.6% 0.186 3.8% 17% False False 4,600
20 5.515 4.733 0.782 15.8% 0.209 4.2% 29% False False 4,088
40 5.523 4.434 1.089 22.0% 0.199 4.0% 48% False False 3,706
60 5.523 4.434 1.089 22.0% 0.168 3.4% 48% False False 2,842
80 5.523 4.434 1.089 22.0% 0.166 3.3% 48% False False 2,441
100 5.975 4.434 1.541 31.1% 0.164 3.3% 34% False False 2,151
120 7.150 4.434 2.716 54.8% 0.166 3.3% 19% False False 1,941
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 0.022
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.515
2.618 5.319
1.618 5.199
1.000 5.125
0.618 5.079
HIGH 5.005
0.618 4.959
0.500 4.945
0.382 4.931
LOW 4.885
0.618 4.811
1.000 4.765
1.618 4.691
2.618 4.571
4.250 4.375
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 4.953 4.952
PP 4.949 4.947
S1 4.945 4.942

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

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