NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 5.606 5.555 -0.051 -0.9% 5.893
High 5.626 5.665 0.039 0.7% 6.170
Low 5.493 5.546 0.053 1.0% 5.787
Close 5.554 5.623 0.069 1.2% 5.812
Range 0.133 0.119 -0.014 -10.5% 0.383
ATR 0.204 0.198 -0.006 -3.0% 0.000
Volume 4,998 7,081 2,083 41.7% 19,698
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.968 5.915 5.688
R3 5.849 5.796 5.656
R2 5.730 5.730 5.645
R1 5.677 5.677 5.634 5.704
PP 5.611 5.611 5.611 5.625
S1 5.558 5.558 5.612 5.585
S2 5.492 5.492 5.601
S3 5.373 5.439 5.590
S4 5.254 5.320 5.558
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 6.000 5.493 0.507 9.0% 0.171 3.0% 26% False False 4,498
10 6.170 5.493 0.677 12.0% 0.198 3.5% 19% False False 4,298
20 6.170 5.468 0.702 12.5% 0.214 3.8% 22% False False 4,107
40 6.170 5.170 1.000 17.8% 0.200 3.6% 45% False False 3,626
60 6.170 5.170 1.000 17.8% 0.172 3.1% 45% False False 3,120
80 6.170 5.170 1.000 17.8% 0.173 3.1% 45% False False 2,933
100 6.550 5.170 1.380 24.5% 0.169 3.0% 33% False False 2,678
120 7.621 5.170 2.451 43.6% 0.171 3.0% 18% False False 2,409
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 0.042
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6.171
2.618 5.977
1.618 5.858
1.000 5.784
0.618 5.739
HIGH 5.665
0.618 5.620
0.500 5.606
0.382 5.591
LOW 5.546
0.618 5.472
1.000 5.427
1.618 5.353
2.618 5.234
4.250 5.040
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 5.617 5.614
PP 5.611 5.605
S1 5.606 5.596

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

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