NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 5.870 5.845 -0.025 -0.4% 5.416
High 5.960 5.863 -0.097 -1.6% 5.860
Low 5.814 5.548 -0.266 -4.6% 5.365
Close 5.851 5.595 -0.256 -4.4% 5.596
Range 0.146 0.315 0.169 115.8% 0.495
ATR 0.197 0.206 0.008 4.3% 0.000
Volume 4,540 5,310 770 17.0% 12,028
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.614 6.419 5.768
R3 6.299 6.104 5.682
R2 5.984 5.984 5.653
R1 5.789 5.789 5.624 5.729
PP 5.669 5.669 5.669 5.639
S1 5.474 5.474 5.566 5.414
S2 5.354 5.354 5.537
S3 5.039 5.159 5.508
S4 4.724 4.844 5.422
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 5.960 5.430 0.530 9.5% 0.278 5.0% 31% False False 4,146
10 5.960 5.365 0.595 10.6% 0.221 3.9% 39% False False 3,712
20 6.150 5.365 0.785 14.0% 0.212 3.8% 29% False False 3,492
40 6.150 5.170 0.980 17.5% 0.165 2.9% 43% False False 2,845
60 6.150 5.170 0.980 17.5% 0.166 3.0% 43% False False 2,660
80 6.550 5.170 1.380 24.7% 0.164 2.9% 31% False False 2,442
100 7.143 5.170 1.973 35.3% 0.164 2.9% 22% False False 2,199
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 0.035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.202
2.618 6.688
1.618 6.373
1.000 6.178
0.618 6.058
HIGH 5.863
0.618 5.743
0.500 5.706
0.382 5.668
LOW 5.548
0.618 5.353
1.000 5.233
1.618 5.038
2.618 4.723
4.250 4.209
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 5.706 5.754
PP 5.669 5.701
S1 5.632 5.648

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

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