NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 5.371 5.365 -0.006 -0.1% 5.690
High 5.440 5.365 -0.075 -1.4% 5.730
Low 5.371 5.170 -0.201 -3.7% 5.371
Close 5.400 5.298 -0.102 -1.9% 5.400
Range 0.069 0.195 0.126 182.6% 0.359
ATR 0.173 0.178 0.004 2.3% 0.000
Volume 3,866 4,762 896 23.2% 15,050
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.863 5.775 5.405
R3 5.668 5.580 5.352
R2 5.473 5.473 5.334
R1 5.385 5.385 5.316 5.332
PP 5.278 5.278 5.278 5.251
S1 5.190 5.190 5.280 5.137
S2 5.083 5.083 5.262
S3 4.888 4.995 5.244
S4 4.693 4.800 5.191
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.577 6.348 5.597
R3 6.218 5.989 5.499
R2 5.859 5.859 5.466
R1 5.630 5.630 5.433 5.565
PP 5.500 5.500 5.500 5.468
S1 5.271 5.271 5.367 5.206
S2 5.141 5.141 5.334
S3 4.782 4.912 5.301
S4 4.423 4.553 5.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.708 5.170 0.538 10.2% 0.138 2.6% 24% False True 3,507
10 5.764 5.170 0.594 11.2% 0.143 2.7% 22% False True 3,880
20 6.170 5.170 1.000 18.9% 0.177 3.3% 13% False True 3,741
40 6.170 5.170 1.000 18.9% 0.193 3.7% 13% False True 3,641
60 6.170 5.170 1.000 18.9% 0.173 3.3% 13% False True 3,291
80 6.170 5.170 1.000 18.9% 0.173 3.3% 13% False True 3,037
100 6.345 5.170 1.175 22.2% 0.168 3.2% 11% False True 2,768
120 6.883 5.170 1.713 32.3% 0.167 3.2% 7% False True 2,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.194
2.618 5.876
1.618 5.681
1.000 5.560
0.618 5.486
HIGH 5.365
0.618 5.291
0.500 5.268
0.382 5.244
LOW 5.170
0.618 5.049
1.000 4.975
1.618 4.854
2.618 4.659
4.250 4.341
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 5.288 5.355
PP 5.278 5.336
S1 5.268 5.317

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

View Archives - Comment on this page... - Back to Index of Symbols