NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 5.830 5.750 -0.080 -1.4% 5.690
High 5.891 5.950 0.059 1.0% 5.960
Low 5.700 5.701 0.001 0.0% 5.468
Close 5.727 5.924 0.197 3.4% 5.864
Range 0.191 0.249 0.058 30.4% 0.492
ATR 0.202 0.206 0.003 1.7% 0.000
Volume 2,475 3,728 1,253 50.6% 21,581
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.605 6.514 6.061
R3 6.356 6.265 5.992
R2 6.107 6.107 5.970
R1 6.016 6.016 5.947 6.062
PP 5.858 5.858 5.858 5.881
S1 5.767 5.767 5.901 5.813
S2 5.609 5.609 5.878
S3 5.360 5.518 5.856
S4 5.111 5.269 5.787
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 5.950 5.700 0.250 4.2% 0.184 3.1% 90% True False 3,673
10 5.960 5.468 0.492 8.3% 0.231 3.9% 93% False False 3,916
20 6.000 5.365 0.635 10.7% 0.207 3.5% 88% False False 3,526
40 6.150 5.170 0.980 16.5% 0.177 3.0% 77% False False 3,166
60 6.150 5.170 0.980 16.5% 0.175 3.0% 77% False False 2,887
80 6.150 5.170 0.980 16.5% 0.166 2.8% 77% False False 2,602
100 6.560 5.170 1.390 23.5% 0.165 2.8% 54% False False 2,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.008
2.618 6.602
1.618 6.353
1.000 6.199
0.618 6.104
HIGH 5.950
0.618 5.855
0.500 5.826
0.382 5.796
LOW 5.701
0.618 5.547
1.000 5.452
1.618 5.298
2.618 5.049
4.250 4.643
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 5.891 5.891
PP 5.858 5.858
S1 5.826 5.825

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

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