NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 3.917 3.985 0.068 1.7% 3.980
High 4.030 4.143 0.113 2.8% 4.408
Low 3.710 3.884 0.174 4.7% 3.710
Close 3.970 4.042 0.072 1.8% 4.042
Range 0.320 0.259 -0.061 -19.1% 0.698
ATR 0.260 0.260 0.000 0.0% 0.000
Volume 24,941 26,430 1,489 6.0% 113,068
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.800 4.680 4.184
R3 4.541 4.421 4.113
R2 4.282 4.282 4.089
R1 4.162 4.162 4.066 4.222
PP 4.023 4.023 4.023 4.053
S1 3.903 3.903 4.018 3.963
S2 3.764 3.764 3.995
S3 3.505 3.644 3.971
S4 3.246 3.385 3.900
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.147 5.793 4.426
R3 5.449 5.095 4.234
R2 4.751 4.751 4.170
R1 4.397 4.397 4.106 4.574
PP 4.053 4.053 4.053 4.142
S1 3.699 3.699 3.978 3.876
S2 3.355 3.355 3.914
S3 2.657 3.001 3.850
S4 1.959 2.303 3.658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.408 3.710 0.698 17.3% 0.320 7.9% 48% False False 22,613
10 4.408 3.627 0.781 19.3% 0.279 6.9% 53% False False 18,609
20 4.789 3.627 1.162 28.7% 0.266 6.6% 36% False False 14,815
40 4.789 3.520 1.269 31.4% 0.218 5.4% 41% False False 9,940
60 4.820 3.520 1.300 32.2% 0.208 5.1% 40% False False 7,609
80 5.201 3.520 1.681 41.6% 0.200 4.9% 31% False False 6,241
100 5.895 3.520 2.375 58.8% 0.201 5.0% 22% False False 5,247
120 6.619 3.520 3.099 76.7% 0.200 5.0% 17% False False 4,511
Crabel Price Patterns
NR True
NR4 False
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 0.061
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.244
2.618 4.821
1.618 4.562
1.000 4.402
0.618 4.303
HIGH 4.143
0.618 4.044
0.500 4.014
0.382 3.983
LOW 3.884
0.618 3.724
1.000 3.625
1.618 3.465
2.618 3.206
4.250 2.783
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 4.033 4.026
PP 4.023 4.010
S1 4.014 3.994

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

View Archives - Comment on this page... - Back to Index of Symbols