NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 5.490 5.830 0.340 6.2% 5.416
High 5.750 5.860 0.110 1.9% 5.860
Low 5.430 5.530 0.100 1.8% 5.365
Close 5.733 5.596 -0.137 -2.4% 5.596
Range 0.320 0.330 0.010 3.1% 0.495
ATR 0.179 0.190 0.011 6.0% 0.000
Volume 3,815 3,769 -46 -1.2% 12,028
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 6.652 6.454 5.778
R3 6.322 6.124 5.687
R2 5.992 5.992 5.657
R1 5.794 5.794 5.626 5.728
PP 5.662 5.662 5.662 5.629
S1 5.464 5.464 5.566 5.398
S2 5.332 5.332 5.536
S3 5.002 5.134 5.505
S4 4.672 4.804 5.415
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 7.092 6.839 5.868
R3 6.597 6.344 5.732
R2 6.102 6.102 5.687
R1 5.849 5.849 5.641 5.976
PP 5.607 5.607 5.607 5.670
S1 5.354 5.354 5.551 5.481
S2 5.112 5.112 5.505
S3 4.617 4.859 5.460
S4 4.122 4.364 5.324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.860 5.365 0.495 8.8% 0.199 3.6% 47% True False 3,666
10 5.945 5.365 0.580 10.4% 0.194 3.5% 40% False False 3,073
20 6.150 5.235 0.915 16.4% 0.199 3.5% 39% False False 3,167
40 6.150 5.170 0.980 17.5% 0.157 2.8% 43% False False 2,677
60 6.150 5.170 0.980 17.5% 0.163 2.9% 43% False False 2,575
80 6.550 5.170 1.380 24.7% 0.160 2.9% 31% False False 2,341
100 7.621 5.170 2.451 43.8% 0.164 2.9% 17% False False 2,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 7.263
2.618 6.724
1.618 6.394
1.000 6.190
0.618 6.064
HIGH 5.860
0.618 5.734
0.500 5.695
0.382 5.656
LOW 5.530
0.618 5.326
1.000 5.200
1.618 4.996
2.618 4.666
4.250 4.128
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 5.695 5.627
PP 5.662 5.616
S1 5.629 5.606

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

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