NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 3.667 3.647 -0.020 -0.5% 3.717
High 3.693 3.674 -0.019 -0.5% 3.916
Low 3.574 3.613 0.039 1.1% 3.642
Close 3.635 3.645 0.010 0.3% 3.862
Range 0.119 0.061 -0.058 -48.7% 0.274
ATR 0.198 0.189 -0.010 -4.9% 0.000
Volume 28,178 28,354 176 0.6% 153,820
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 3.827 3.797 3.679
R3 3.766 3.736 3.662
R2 3.705 3.705 3.656
R1 3.675 3.675 3.651 3.660
PP 3.644 3.644 3.644 3.636
S1 3.614 3.614 3.639 3.599
S2 3.583 3.583 3.634
S3 3.522 3.553 3.628
S4 3.461 3.492 3.611
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.629 4.519 4.013
R3 4.355 4.245 3.937
R2 4.081 4.081 3.912
R1 3.971 3.971 3.887 4.026
PP 3.807 3.807 3.807 3.834
S1 3.697 3.697 3.837 3.752
S2 3.533 3.533 3.812
S3 3.259 3.423 3.787
S4 2.985 3.149 3.711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.916 3.574 0.342 9.4% 0.168 4.6% 21% False False 30,505
10 3.958 3.574 0.384 10.5% 0.164 4.5% 18% False False 27,438
20 4.580 3.574 1.006 27.6% 0.192 5.3% 7% False False 19,642
40 4.609 3.574 1.035 28.4% 0.208 5.7% 7% False False 14,259
60 5.140 3.574 1.566 43.0% 0.210 5.8% 5% False False 11,067
80 6.413 3.574 2.839 77.9% 0.212 5.8% 3% False False 8,806
100 6.995 3.574 3.421 93.9% 0.214 5.9% 2% False False 7,342
120 7.599 3.574 4.025 110.4% 0.220 6.0% 2% False False 6,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 3.933
2.618 3.834
1.618 3.773
1.000 3.735
0.618 3.712
HIGH 3.674
0.618 3.651
0.500 3.644
0.382 3.636
LOW 3.613
0.618 3.575
1.000 3.552
1.618 3.514
2.618 3.453
4.250 3.354
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 3.645 3.733
PP 3.644 3.704
S1 3.644 3.674

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

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