NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 4.216 4.300 0.084 2.0% 4.340
High 4.349 4.317 -0.032 -0.7% 4.575
Low 4.125 4.083 -0.042 -1.0% 4.083
Close 4.292 4.098 -0.194 -4.5% 4.098
Range 0.224 0.234 0.010 4.5% 0.492
ATR 0.226 0.226 0.001 0.3% 0.000
Volume 117,793 111,717 -6,076 -5.2% 518,114
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 4.868 4.717 4.227
R3 4.634 4.483 4.162
R2 4.400 4.400 4.141
R1 4.249 4.249 4.119 4.208
PP 4.166 4.166 4.166 4.145
S1 4.015 4.015 4.077 3.974
S2 3.932 3.932 4.055
S3 3.698 3.781 4.034
S4 3.464 3.547 3.969
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.728 5.405 4.369
R3 5.236 4.913 4.233
R2 4.744 4.744 4.188
R1 4.421 4.421 4.143 4.337
PP 4.252 4.252 4.252 4.210
S1 3.929 3.929 4.053 3.845
S2 3.760 3.760 4.008
S3 3.268 3.437 3.963
S4 2.776 2.945 3.827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.575 4.083 0.492 12.0% 0.255 6.2% 3% False True 103,622
10 4.575 3.469 1.106 27.0% 0.264 6.4% 57% False False 94,614
20 4.575 3.251 1.324 32.3% 0.213 5.2% 64% False False 67,113
40 4.589 3.251 1.338 32.7% 0.205 5.0% 63% False False 41,964
60 4.609 3.251 1.358 33.1% 0.210 5.1% 62% False False 30,689
80 5.140 3.251 1.889 46.1% 0.213 5.2% 45% False False 24,155
100 6.413 3.251 3.162 77.2% 0.216 5.3% 27% False False 19,677
120 6.995 3.251 3.744 91.4% 0.215 5.2% 23% False False 16,640
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 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.312
2.618 4.930
1.618 4.696
1.000 4.551
0.618 4.462
HIGH 4.317
0.618 4.228
0.500 4.200
0.382 4.172
LOW 4.083
0.618 3.938
1.000 3.849
1.618 3.704
2.618 3.470
4.250 3.089
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 4.200 4.329
PP 4.166 4.252
S1 4.132 4.175

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

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