NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 4.154 3.939 -0.215 -5.2% 4.340
High 4.206 4.008 -0.198 -4.7% 4.575
Low 3.859 3.815 -0.044 -1.1% 4.083
Close 3.914 3.970 0.056 1.4% 4.098
Range 0.347 0.193 -0.154 -44.4% 0.492
ATR 0.236 0.233 -0.003 -1.3% 0.000
Volume 83,366 101,063 17,697 21.2% 518,114
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 4.510 4.433 4.076
R3 4.317 4.240 4.023
R2 4.124 4.124 4.005
R1 4.047 4.047 3.988 4.086
PP 3.931 3.931 3.931 3.950
S1 3.854 3.854 3.952 3.893
S2 3.738 3.738 3.935
S3 3.545 3.661 3.917
S4 3.352 3.468 3.864
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 4.349 3.815 0.534 13.5% 0.248 6.2% 29% False True 95,585
10 4.575 3.815 0.760 19.1% 0.269 6.8% 20% False True 99,521
20 4.575 3.251 1.324 33.4% 0.231 5.8% 54% False False 75,375
40 4.580 3.251 1.329 33.5% 0.212 5.3% 54% False False 47,509
60 4.609 3.251 1.358 34.2% 0.216 5.4% 53% False False 34,631
80 5.140 3.251 1.889 47.6% 0.215 5.4% 38% False False 27,144
100 6.413 3.251 3.162 79.6% 0.216 5.4% 23% False False 22,120
120 6.995 3.251 3.744 94.3% 0.217 5.5% 19% False False 18,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.048
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.828
2.618 4.513
1.618 4.320
1.000 4.201
0.618 4.127
HIGH 4.008
0.618 3.934
0.500 3.912
0.382 3.889
LOW 3.815
0.618 3.696
1.000 3.622
1.618 3.503
2.618 3.310
4.250 2.995
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 3.951 4.027
PP 3.931 4.008
S1 3.912 3.989

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

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