NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 4.253 4.193 -0.060 -1.4% 4.095
High 4.341 4.245 -0.096 -2.2% 4.574
Low 4.174 3.996 -0.178 -4.3% 4.030
Close 4.193 4.071 -0.122 -2.9% 4.193
Range 0.167 0.249 0.082 49.1% 0.544
ATR 0.256 0.255 0.000 -0.2% 0.000
Volume 45,558 36,193 -9,365 -20.6% 312,217
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.851 4.710 4.208
R3 4.602 4.461 4.139
R2 4.353 4.353 4.117
R1 4.212 4.212 4.094 4.158
PP 4.104 4.104 4.104 4.077
S1 3.963 3.963 4.048 3.909
S2 3.855 3.855 4.025
S3 3.606 3.714 4.003
S4 3.357 3.465 3.934
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.898 5.589 4.492
R3 5.354 5.045 4.343
R2 4.810 4.810 4.293
R1 4.501 4.501 4.243 4.656
PP 4.266 4.266 4.266 4.343
S1 3.957 3.957 4.143 4.112
S2 3.722 3.722 4.093
S3 3.178 3.413 4.043
S4 2.634 2.869 3.894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.574 3.996 0.578 14.2% 0.245 6.0% 13% False True 57,118
10 4.574 3.854 0.720 17.7% 0.257 6.3% 30% False False 55,028
20 4.574 3.627 0.947 23.3% 0.270 6.6% 47% False False 37,769
40 4.789 3.520 1.269 31.2% 0.247 6.1% 43% False False 23,369
60 4.789 3.520 1.269 31.2% 0.214 5.3% 43% False False 16,837
80 4.820 3.520 1.300 31.9% 0.212 5.2% 42% False False 13,310
100 5.350 3.520 1.830 45.0% 0.208 5.1% 30% False False 10,960
120 6.619 3.520 3.099 76.1% 0.209 5.1% 18% False False 9,292
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 0.066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.303
2.618 4.897
1.618 4.648
1.000 4.494
0.618 4.399
HIGH 4.245
0.618 4.150
0.500 4.121
0.382 4.091
LOW 3.996
0.618 3.842
1.000 3.747
1.618 3.593
2.618 3.344
4.250 2.938
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 4.121 4.250
PP 4.104 4.190
S1 4.088 4.131

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

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