NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 3.980 4.326 0.346 8.7% 3.759
High 4.383 4.408 0.025 0.6% 4.229
Low 3.978 4.208 0.230 5.8% 3.627
Close 4.373 4.258 -0.115 -2.6% 3.958
Range 0.405 0.200 -0.205 -50.6% 0.602
ATR 0.246 0.242 -0.003 -1.3% 0.000
Volume 17,104 19,893 2,789 16.3% 60,815
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.891 4.775 4.368
R3 4.691 4.575 4.313
R2 4.491 4.491 4.295
R1 4.375 4.375 4.276 4.333
PP 4.291 4.291 4.291 4.271
S1 4.175 4.175 4.240 4.133
S2 4.091 4.091 4.221
S3 3.891 3.975 4.203
S4 3.691 3.775 4.148
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.744 5.453 4.289
R3 5.142 4.851 4.124
R2 4.540 4.540 4.068
R1 4.249 4.249 4.013 4.395
PP 3.938 3.938 3.938 4.011
S1 3.647 3.647 3.903 3.793
S2 3.336 3.336 3.848
S3 2.734 3.045 3.792
S4 2.132 2.443 3.627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.408 3.672 0.736 17.3% 0.291 6.8% 80% True False 17,165
10 4.435 3.627 0.808 19.0% 0.271 6.4% 78% False False 13,603
20 4.789 3.627 1.162 27.3% 0.253 5.9% 54% False False 12,372
40 4.789 3.520 1.269 29.8% 0.204 4.8% 58% False False 8,343
60 4.820 3.520 1.300 30.5% 0.197 4.6% 57% False False 6,517
80 5.350 3.520 1.830 43.0% 0.196 4.6% 40% False False 5,365
100 6.344 3.520 2.824 66.3% 0.199 4.7% 26% False False 4,515
120 6.619 3.520 3.099 72.8% 0.197 4.6% 24% False False 3,893
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.045
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.258
2.618 4.932
1.618 4.732
1.000 4.608
0.618 4.532
HIGH 4.408
0.618 4.332
0.500 4.308
0.382 4.284
LOW 4.208
0.618 4.084
1.000 4.008
1.618 3.884
2.618 3.684
4.250 3.358
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 4.308 4.228
PP 4.291 4.197
S1 4.275 4.167

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

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