NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 4.193 4.049 -0.144 -3.4% 4.095
High 4.245 4.132 -0.113 -2.7% 4.574
Low 3.996 3.952 -0.044 -1.1% 4.030
Close 4.071 4.007 -0.064 -1.6% 4.193
Range 0.249 0.180 -0.069 -27.7% 0.544
ATR 0.255 0.250 -0.005 -2.1% 0.000
Volume 36,193 57,251 21,058 58.2% 312,217
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.570 4.469 4.106
R3 4.390 4.289 4.057
R2 4.210 4.210 4.040
R1 4.109 4.109 4.024 4.070
PP 4.030 4.030 4.030 4.011
S1 3.929 3.929 3.991 3.890
S2 3.850 3.850 3.974
S3 3.670 3.749 3.958
S4 3.490 3.569 3.908
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 4.504 3.952 0.552 13.8% 0.216 5.4% 10% False True 54,039
10 4.574 3.855 0.719 17.9% 0.259 6.5% 21% False False 57,725
20 4.574 3.672 0.902 22.5% 0.270 6.7% 37% False False 40,032
40 4.789 3.520 1.269 31.7% 0.248 6.2% 38% False False 24,743
60 4.789 3.520 1.269 31.7% 0.213 5.3% 38% False False 17,731
80 4.820 3.520 1.300 32.4% 0.209 5.2% 37% False False 14,003
100 5.350 3.520 1.830 45.7% 0.207 5.2% 27% False False 11,515
120 6.619 3.520 3.099 77.3% 0.209 5.2% 16% False False 9,745
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 0.067
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.897
2.618 4.603
1.618 4.423
1.000 4.312
0.618 4.243
HIGH 4.132
0.618 4.063
0.500 4.042
0.382 4.021
LOW 3.952
0.618 3.841
1.000 3.772
1.618 3.661
2.618 3.481
4.250 3.187
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 4.042 4.147
PP 4.030 4.100
S1 4.019 4.054

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

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