NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 5.815 5.665 -0.150 -2.6% 5.893
High 5.815 5.699 -0.116 -2.0% 6.170
Low 5.618 5.504 -0.114 -2.0% 5.787
Close 5.666 5.598 -0.068 -1.2% 5.812
Range 0.197 0.195 -0.002 -1.0% 0.383
ATR 0.210 0.209 -0.001 -0.5% 0.000
Volume 2,586 3,930 1,344 52.0% 19,698
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.185 6.087 5.705
R3 5.990 5.892 5.652
R2 5.795 5.795 5.634
R1 5.697 5.697 5.616 5.649
PP 5.600 5.600 5.600 5.576
S1 5.502 5.502 5.580 5.454
S2 5.405 5.405 5.562
S3 5.210 5.307 5.544
S4 5.015 5.112 5.491
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.072 6.825 6.023
R3 6.689 6.442 5.917
R2 6.306 6.306 5.882
R1 6.059 6.059 5.847 5.991
PP 5.923 5.923 5.923 5.889
S1 5.676 5.676 5.777 5.608
S2 5.540 5.540 5.742
S3 5.157 5.293 5.707
S4 4.774 4.910 5.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.085 5.504 0.581 10.4% 0.199 3.6% 16% False True 3,823
10 6.170 5.504 0.666 11.9% 0.216 3.9% 14% False True 3,711
20 6.170 5.393 0.777 13.9% 0.223 4.0% 26% False False 3,806
40 6.170 5.170 1.000 17.9% 0.199 3.6% 43% False False 3,412
60 6.170 5.170 1.000 17.9% 0.171 3.1% 43% False False 3,011
80 6.170 5.170 1.000 17.9% 0.175 3.1% 43% False False 2,807
100 6.550 5.170 1.380 24.7% 0.170 3.0% 31% False False 2,584
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.050
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.528
2.618 6.210
1.618 6.015
1.000 5.894
0.618 5.820
HIGH 5.699
0.618 5.625
0.500 5.602
0.382 5.578
LOW 5.504
0.618 5.383
1.000 5.309
1.618 5.188
2.618 4.993
4.250 4.675
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 5.602 5.752
PP 5.600 5.701
S1 5.599 5.649

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

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