NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 3.931 3.985 0.054 1.4% 3.980
High 4.020 4.071 0.051 1.3% 4.408
Low 3.854 3.856 0.002 0.1% 3.710
Close 3.933 3.898 -0.035 -0.9% 4.042
Range 0.166 0.215 0.049 29.5% 0.698
ATR 0.249 0.246 -0.002 -1.0% 0.000
Volume 30,281 39,173 8,892 29.4% 113,068
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.587 4.457 4.016
R3 4.372 4.242 3.957
R2 4.157 4.157 3.937
R1 4.027 4.027 3.918 3.985
PP 3.942 3.942 3.942 3.920
S1 3.812 3.812 3.878 3.770
S2 3.727 3.727 3.859
S3 3.512 3.597 3.839
S4 3.297 3.382 3.780
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 4.143 3.710 0.433 11.1% 0.231 5.9% 43% False False 30,407
10 4.408 3.692 0.716 18.4% 0.289 7.4% 29% False False 25,088
20 4.789 3.627 1.162 29.8% 0.262 6.7% 23% False False 18,100
40 4.789 3.520 1.269 32.6% 0.219 5.6% 30% False False 12,179
60 4.820 3.520 1.300 33.4% 0.209 5.4% 29% False False 9,145
80 4.850 3.520 1.330 34.1% 0.200 5.1% 28% False False 7,437
100 5.420 3.520 1.900 48.7% 0.200 5.1% 20% False False 6,217
120 6.619 3.520 3.099 79.5% 0.202 5.2% 12% False False 5,326
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.069
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.985
2.618 4.634
1.618 4.419
1.000 4.286
0.618 4.204
HIGH 4.071
0.618 3.989
0.500 3.964
0.382 3.938
LOW 3.856
0.618 3.723
1.000 3.641
1.618 3.508
2.618 3.293
4.250 2.942
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 3.964 3.963
PP 3.942 3.941
S1 3.920 3.920

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

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