NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 5.750 5.958 0.208 3.6% 5.860
High 5.950 5.985 0.035 0.6% 5.985
Low 5.701 5.790 0.089 1.6% 5.700
Close 5.924 5.860 -0.064 -1.1% 5.860
Range 0.249 0.195 -0.054 -21.7% 0.285
ATR 0.206 0.205 -0.001 -0.4% 0.000
Volume 3,728 4,694 966 25.9% 18,509
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.463 6.357 5.967
R3 6.268 6.162 5.914
R2 6.073 6.073 5.896
R1 5.967 5.967 5.878 5.923
PP 5.878 5.878 5.878 5.856
S1 5.772 5.772 5.842 5.728
S2 5.683 5.683 5.824
S3 5.488 5.577 5.806
S4 5.293 5.382 5.753
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.703 6.567 6.017
R3 6.418 6.282 5.938
R2 6.133 6.133 5.912
R1 5.997 5.997 5.886 6.003
PP 5.848 5.848 5.848 5.851
S1 5.712 5.712 5.834 5.718
S2 5.563 5.563 5.808
S3 5.278 5.427 5.782
S4 4.993 5.142 5.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.985 5.700 0.285 4.9% 0.183 3.1% 56% True False 3,701
10 5.985 5.468 0.517 8.8% 0.218 3.7% 76% True False 4,009
20 5.985 5.365 0.620 10.6% 0.206 3.5% 80% True False 3,541
40 6.150 5.170 0.980 16.7% 0.180 3.1% 70% False False 3,226
60 6.150 5.170 0.980 16.7% 0.177 3.0% 70% False False 2,940
80 6.150 5.170 0.980 16.7% 0.168 2.9% 70% False False 2,647
100 6.550 5.170 1.380 23.5% 0.166 2.8% 50% False False 2,423
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 True
Stretch 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.814
2.618 6.496
1.618 6.301
1.000 6.180
0.618 6.106
HIGH 5.985
0.618 5.911
0.500 5.888
0.382 5.864
LOW 5.790
0.618 5.669
1.000 5.595
1.618 5.474
2.618 5.279
4.250 4.961
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 5.888 5.854
PP 5.878 5.848
S1 5.869 5.843

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

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