NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 5.940 6.050 0.110 1.9% 5.860
High 6.040 6.085 0.045 0.7% 5.985
Low 5.866 5.870 0.004 0.1% 5.700
Close 6.027 5.944 -0.083 -1.4% 5.860
Range 0.174 0.215 0.041 23.6% 0.285
ATR 0.211 0.211 0.000 0.1% 0.000
Volume 4,492 4,211 -281 -6.3% 18,509
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.611 6.493 6.062
R3 6.396 6.278 6.003
R2 6.181 6.181 5.983
R1 6.063 6.063 5.964 6.015
PP 5.966 5.966 5.966 5.942
S1 5.848 5.848 5.924 5.800
S2 5.751 5.751 5.905
S3 5.536 5.633 5.885
S4 5.321 5.418 5.826
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 6.170 5.790 0.380 6.4% 0.224 3.8% 41% False False 4,098
10 6.170 5.700 0.470 7.9% 0.204 3.4% 52% False False 3,886
20 6.170 5.365 0.805 13.5% 0.221 3.7% 72% False False 3,825
40 6.170 5.170 1.000 16.8% 0.192 3.2% 77% False False 3,405
60 6.170 5.170 1.000 16.8% 0.172 2.9% 77% False False 2,994
80 6.170 5.170 1.000 16.8% 0.173 2.9% 77% False False 2,728
100 6.550 5.170 1.380 23.2% 0.168 2.8% 56% False False 2,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.999
2.618 6.648
1.618 6.433
1.000 6.300
0.618 6.218
HIGH 6.085
0.618 6.003
0.500 5.978
0.382 5.952
LOW 5.870
0.618 5.737
1.000 5.655
1.618 5.522
2.618 5.307
4.250 4.956
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 5.978 6.018
PP 5.966 5.993
S1 5.955 5.969

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

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