NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 5.958 5.893 -0.065 -1.1% 5.860
High 5.985 6.072 0.087 1.5% 5.985
Low 5.790 5.820 0.030 0.5% 5.700
Close 5.860 6.047 0.187 3.2% 5.860
Range 0.195 0.252 0.057 29.2% 0.285
ATR 0.205 0.208 0.003 1.6% 0.000
Volume 4,694 3,046 -1,648 -35.1% 18,509
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.736 6.643 6.186
R3 6.484 6.391 6.116
R2 6.232 6.232 6.093
R1 6.139 6.139 6.070 6.186
PP 5.980 5.980 5.980 6.003
S1 5.887 5.887 6.024 5.934
S2 5.728 5.728 6.001
S3 5.476 5.635 5.978
S4 5.224 5.383 5.908
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 6.072 5.700 0.372 6.2% 0.206 3.4% 93% True False 3,357
10 6.072 5.468 0.604 10.0% 0.215 3.6% 96% True False 3,983
20 6.072 5.365 0.707 11.7% 0.213 3.5% 96% True False 3,579
40 6.150 5.170 0.980 16.2% 0.181 3.0% 89% False False 3,250
60 6.150 5.170 0.980 16.2% 0.169 2.8% 89% False False 2,971
80 6.150 5.170 0.980 16.2% 0.169 2.8% 89% False False 2,663
100 6.550 5.170 1.380 22.8% 0.166 2.8% 64% False False 2,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7.143
2.618 6.732
1.618 6.480
1.000 6.324
0.618 6.228
HIGH 6.072
0.618 5.976
0.500 5.946
0.382 5.916
LOW 5.820
0.618 5.664
1.000 5.568
1.618 5.412
2.618 5.160
4.250 4.749
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 6.013 5.994
PP 5.980 5.940
S1 5.946 5.887

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

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