NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 5.471 5.490 0.019 0.3% 5.833
High 5.494 5.750 0.256 4.7% 5.945
Low 5.393 5.430 0.037 0.7% 5.430
Close 5.476 5.733 0.257 4.7% 5.457
Range 0.101 0.320 0.219 216.8% 0.515
ATR 0.168 0.179 0.011 6.4% 0.000
Volume 2,250 3,815 1,565 69.6% 16,427
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 6.598 6.485 5.909
R3 6.278 6.165 5.821
R2 5.958 5.958 5.792
R1 5.845 5.845 5.762 5.902
PP 5.638 5.638 5.638 5.666
S1 5.525 5.525 5.704 5.582
S2 5.318 5.318 5.674
S3 4.998 5.205 5.645
S4 4.678 4.885 5.557
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 7.156 6.821 5.740
R3 6.641 6.306 5.599
R2 6.126 6.126 5.551
R1 5.791 5.791 5.504 5.701
PP 5.611 5.611 5.611 5.566
S1 5.276 5.276 5.410 5.186
S2 5.096 5.096 5.363
S3 4.581 4.761 5.315
S4 4.066 4.246 5.174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.827 5.365 0.462 8.1% 0.197 3.4% 80% False False 3,371
10 6.000 5.365 0.635 11.1% 0.183 3.2% 58% False False 3,136
20 6.150 5.170 0.980 17.1% 0.186 3.2% 57% False False 3,144
40 6.150 5.170 0.980 17.1% 0.150 2.6% 57% False False 2,626
60 6.150 5.170 0.980 17.1% 0.159 2.8% 57% False False 2,541
80 6.550 5.170 1.380 24.1% 0.157 2.7% 41% False False 2,320
100 7.621 5.170 2.451 42.8% 0.163 2.8% 23% False False 2,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.110
2.618 6.588
1.618 6.268
1.000 6.070
0.618 5.948
HIGH 5.750
0.618 5.628
0.500 5.590
0.382 5.552
LOW 5.430
0.618 5.232
1.000 5.110
1.618 4.912
2.618 4.592
4.250 4.070
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 5.685 5.675
PP 5.638 5.616
S1 5.590 5.558

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

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