NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 5.555 5.635 0.080 1.4% 5.815
High 5.665 5.764 0.099 1.7% 5.815
Low 5.546 5.575 0.029 0.5% 5.493
Close 5.623 5.748 0.125 2.2% 5.748
Range 0.119 0.189 0.070 58.8% 0.322
ATR 0.198 0.197 -0.001 -0.3% 0.000
Volume 7,081 2,987 -4,094 -57.8% 21,582
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.263 6.194 5.852
R3 6.074 6.005 5.800
R2 5.885 5.885 5.783
R1 5.816 5.816 5.765 5.851
PP 5.696 5.696 5.696 5.713
S1 5.627 5.627 5.731 5.662
S2 5.507 5.507 5.713
S3 5.318 5.438 5.696
S4 5.129 5.249 5.644
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.522 5.925
R3 6.329 6.200 5.837
R2 6.007 6.007 5.807
R1 5.878 5.878 5.778 5.782
PP 5.685 5.685 5.685 5.637
S1 5.556 5.556 5.718 5.460
S2 5.363 5.363 5.689
S3 5.041 5.234 5.659
S4 4.719 4.912 5.571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.815 5.493 0.322 5.6% 0.167 2.9% 79% False False 4,316
10 6.170 5.493 0.677 11.8% 0.197 3.4% 38% False False 4,128
20 6.170 5.468 0.702 12.2% 0.207 3.6% 40% False False 4,068
40 6.170 5.235 0.935 16.3% 0.203 3.5% 55% False False 3,617
60 6.170 5.170 1.000 17.4% 0.174 3.0% 58% False False 3,141
80 6.170 5.170 1.000 17.4% 0.174 3.0% 58% False False 2,948
100 6.550 5.170 1.380 24.0% 0.169 2.9% 42% False False 2,687
120 7.621 5.170 2.451 42.6% 0.171 3.0% 24% False False 2,425
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 0.045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.567
2.618 6.259
1.618 6.070
1.000 5.953
0.618 5.881
HIGH 5.764
0.618 5.692
0.500 5.670
0.382 5.647
LOW 5.575
0.618 5.458
1.000 5.386
1.618 5.269
2.618 5.080
4.250 4.772
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 5.722 5.708
PP 5.696 5.668
S1 5.670 5.629

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

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