NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 5.665 5.606 -0.059 -1.0% 5.893
High 5.699 5.626 -0.073 -1.3% 6.170
Low 5.504 5.493 -0.011 -0.2% 5.787
Close 5.598 5.554 -0.044 -0.8% 5.812
Range 0.195 0.133 -0.062 -31.8% 0.383
ATR 0.209 0.204 -0.005 -2.6% 0.000
Volume 3,930 4,998 1,068 27.2% 19,698
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.957 5.888 5.627
R3 5.824 5.755 5.591
R2 5.691 5.691 5.578
R1 5.622 5.622 5.566 5.590
PP 5.558 5.558 5.558 5.542
S1 5.489 5.489 5.542 5.457
S2 5.425 5.425 5.530
S3 5.292 5.356 5.517
S4 5.159 5.223 5.481
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 5.493 0.592 10.7% 0.191 3.4% 10% False True 3,924
10 6.170 5.493 0.677 12.2% 0.211 3.8% 9% False True 3,963
20 6.170 5.430 0.740 13.3% 0.224 4.0% 17% False False 3,944
40 6.170 5.170 1.000 18.0% 0.200 3.6% 38% False False 3,499
60 6.170 5.170 1.000 18.0% 0.172 3.1% 38% False False 3,047
80 6.170 5.170 1.000 18.0% 0.173 3.1% 38% False False 2,850
100 6.550 5.170 1.380 24.8% 0.169 3.0% 28% False False 2,625
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.046
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6.191
2.618 5.974
1.618 5.841
1.000 5.759
0.618 5.708
HIGH 5.626
0.618 5.575
0.500 5.560
0.382 5.544
LOW 5.493
0.618 5.411
1.000 5.360
1.618 5.278
2.618 5.145
4.250 4.928
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 5.560 5.654
PP 5.558 5.621
S1 5.556 5.587

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

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