NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 5.735 5.860 0.125 2.2% 5.690
High 5.924 5.860 -0.064 -1.1% 5.960
Low 5.725 5.721 -0.004 -0.1% 5.468
Close 5.864 5.787 -0.077 -1.3% 5.864
Range 0.199 0.139 -0.060 -30.2% 0.492
ATR 0.213 0.208 -0.005 -2.3% 0.000
Volume 4,554 4,767 213 4.7% 21,581
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.206 6.136 5.863
R3 6.067 5.997 5.825
R2 5.928 5.928 5.812
R1 5.858 5.858 5.800 5.824
PP 5.789 5.789 5.789 5.772
S1 5.719 5.719 5.774 5.685
S2 5.650 5.650 5.762
S3 5.511 5.580 5.749
S4 5.372 5.441 5.711
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 8.5% 0.224 3.9% 65% False False 4,609
10 5.960 5.365 0.595 10.3% 0.230 4.0% 71% False False 3,837
20 6.150 5.365 0.785 13.6% 0.210 3.6% 54% False False 3,540
40 6.150 5.170 0.980 16.9% 0.172 3.0% 63% False False 3,066
60 6.150 5.170 0.980 16.9% 0.171 3.0% 63% False False 2,802
80 6.345 5.170 1.175 20.3% 0.165 2.9% 53% False False 2,525
100 6.883 5.170 1.713 29.6% 0.165 2.9% 36% False False 2,316
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 0.041
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.451
2.618 6.224
1.618 6.085
1.000 5.999
0.618 5.946
HIGH 5.860
0.618 5.807
0.500 5.791
0.382 5.774
LOW 5.721
0.618 5.635
1.000 5.582
1.618 5.496
2.618 5.357
4.250 5.130
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 5.791 5.757
PP 5.789 5.726
S1 5.788 5.696

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

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