NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 5.600 5.735 0.135 2.4% 5.690
High 5.791 5.924 0.133 2.3% 5.960
Low 5.468 5.725 0.257 4.7% 5.468
Close 5.738 5.864 0.126 2.2% 5.864
Range 0.323 0.199 -0.124 -38.4% 0.492
ATR 0.214 0.213 -0.001 -0.5% 0.000
Volume 3,878 4,554 676 17.4% 21,581
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.435 6.348 5.973
R3 6.236 6.149 5.919
R2 6.037 6.037 5.900
R1 5.950 5.950 5.882 5.994
PP 5.838 5.838 5.838 5.859
S1 5.751 5.751 5.846 5.795
S2 5.639 5.639 5.828
S3 5.440 5.552 5.809
S4 5.241 5.353 5.755
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.240 7.044 6.135
R3 6.748 6.552 5.999
R2 6.256 6.256 5.954
R1 6.060 6.060 5.909 6.158
PP 5.764 5.764 5.764 5.813
S1 5.568 5.568 5.819 5.666
S2 5.272 5.272 5.774
S3 4.780 5.076 5.729
S4 4.288 4.584 5.593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.960 5.468 0.492 8.4% 0.253 4.3% 80% False False 4,316
10 5.960 5.365 0.595 10.1% 0.226 3.8% 84% False False 3,991
20 6.150 5.365 0.785 13.4% 0.213 3.6% 64% False False 3,501
40 6.150 5.170 0.980 16.7% 0.173 3.0% 71% False False 2,969
60 6.150 5.170 0.980 16.7% 0.172 2.9% 71% False False 2,760
80 6.440 5.170 1.270 21.7% 0.166 2.8% 55% False False 2,497
100 7.063 5.170 1.893 32.3% 0.166 2.8% 37% False False 2,274
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.770
2.618 6.445
1.618 6.246
1.000 6.123
0.618 6.047
HIGH 5.924
0.618 5.848
0.500 5.825
0.382 5.801
LOW 5.725
0.618 5.602
1.000 5.526
1.618 5.403
2.618 5.204
4.250 4.879
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 5.851 5.808
PP 5.838 5.752
S1 5.825 5.696

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

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