NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 4.109 4.263 0.154 3.7% 3.814
High 4.288 4.328 0.040 0.9% 4.067
Low 4.035 4.061 0.026 0.6% 3.656
Close 4.253 4.093 -0.160 -3.8% 3.857
Range 0.253 0.267 0.014 5.5% 0.411
ATR 0.272 0.271 0.000 -0.1% 0.000
Volume 136,213 117,637 -18,576 -13.6% 611,559
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.962 4.794 4.240
R3 4.695 4.527 4.166
R2 4.428 4.428 4.142
R1 4.260 4.260 4.117 4.211
PP 4.161 4.161 4.161 4.136
S1 3.993 3.993 4.069 3.944
S2 3.894 3.894 4.044
S3 3.627 3.726 4.020
S4 3.360 3.459 3.946
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.093 4.886 4.083
R3 4.682 4.475 3.970
R2 4.271 4.271 3.932
R1 4.064 4.064 3.895 4.168
PP 3.860 3.860 3.860 3.912
S1 3.653 3.653 3.819 3.757
S2 3.449 3.449 3.782
S3 3.038 3.242 3.744
S4 2.627 2.831 3.631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.387 3.741 0.646 15.8% 0.289 7.1% 54% False False 144,694
10 4.387 3.656 0.731 17.9% 0.262 6.4% 60% False False 127,729
20 4.387 3.500 0.887 21.7% 0.282 6.9% 67% False False 105,886
40 4.690 3.395 1.295 31.6% 0.254 6.2% 54% False False 64,636
60 4.720 3.395 1.325 32.4% 0.228 5.6% 53% False False 46,308
80 4.721 3.395 1.326 32.4% 0.219 5.3% 53% False False 36,349
100 5.280 3.395 1.885 46.1% 0.216 5.3% 37% False False 29,781
120 6.521 3.395 3.126 76.4% 0.214 5.2% 22% False False 25,071
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 0.067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.463
2.618 5.027
1.618 4.760
1.000 4.595
0.618 4.493
HIGH 4.328
0.618 4.226
0.500 4.195
0.382 4.163
LOW 4.061
0.618 3.896
1.000 3.794
1.618 3.629
2.618 3.362
4.250 2.926
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 4.195 4.211
PP 4.161 4.172
S1 4.127 4.132

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

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