NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 4.037 4.154 0.117 2.9% 4.340
High 4.239 4.206 -0.033 -0.8% 4.575
Low 3.997 3.859 -0.138 -3.5% 4.083
Close 4.139 3.914 -0.225 -5.4% 4.098
Range 0.242 0.347 0.105 43.4% 0.492
ATR 0.227 0.236 0.009 3.8% 0.000
Volume 63,989 83,366 19,377 30.3% 518,114
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 5.034 4.821 4.105
R3 4.687 4.474 4.009
R2 4.340 4.340 3.978
R1 4.127 4.127 3.946 4.060
PP 3.993 3.993 3.993 3.960
S1 3.780 3.780 3.882 3.713
S2 3.646 3.646 3.850
S3 3.299 3.433 3.819
S4 2.952 3.086 3.723
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 3.859 0.716 18.3% 0.284 7.3% 8% False True 97,587
10 4.575 3.596 0.979 25.0% 0.280 7.1% 32% False False 95,059
20 4.575 3.251 1.324 33.8% 0.225 5.7% 50% False False 71,740
40 4.589 3.251 1.338 34.2% 0.211 5.4% 50% False False 45,102
60 4.609 3.251 1.358 34.7% 0.216 5.5% 49% False False 33,005
80 5.140 3.251 1.889 48.3% 0.215 5.5% 35% False False 25,913
100 6.413 3.251 3.162 80.8% 0.217 5.5% 21% False False 21,119
120 6.995 3.251 3.744 95.7% 0.217 5.6% 18% False False 17,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.681
2.618 5.114
1.618 4.767
1.000 4.553
0.618 4.420
HIGH 4.206
0.618 4.073
0.500 4.033
0.382 3.992
LOW 3.859
0.618 3.645
1.000 3.512
1.618 3.298
2.618 2.951
4.250 2.384
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 4.033 4.088
PP 3.993 4.030
S1 3.954 3.972

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

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