NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 4.023 3.919 -0.104 -2.6% 4.095
High 4.050 4.104 0.054 1.3% 4.574
Low 3.871 3.888 0.017 0.4% 4.030
Close 3.906 3.989 0.083 2.1% 4.193
Range 0.179 0.216 0.037 20.7% 0.544
ATR 0.245 0.243 -0.002 -0.8% 0.000
Volume 60,223 67,363 7,140 11.9% 312,217
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.642 4.531 4.108
R3 4.426 4.315 4.048
R2 4.210 4.210 4.029
R1 4.099 4.099 4.009 4.155
PP 3.994 3.994 3.994 4.021
S1 3.883 3.883 3.969 3.939
S2 3.778 3.778 3.949
S3 3.562 3.667 3.930
S4 3.346 3.451 3.870
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 4.341 3.871 0.470 11.8% 0.198 5.0% 25% False False 53,317
10 4.574 3.871 0.703 17.6% 0.237 5.9% 17% False False 61,766
20 4.574 3.710 0.864 21.7% 0.262 6.6% 32% False False 45,158
40 4.789 3.520 1.269 31.8% 0.250 6.3% 37% False False 27,766
60 4.789 3.520 1.269 31.8% 0.215 5.4% 37% False False 19,780
80 4.820 3.520 1.300 32.6% 0.210 5.3% 36% False False 15,529
100 5.350 3.520 1.830 45.9% 0.206 5.2% 26% False False 12,763
120 6.619 3.520 3.099 77.7% 0.207 5.2% 15% False False 10,800
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 0.062
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.022
2.618 4.669
1.618 4.453
1.000 4.320
0.618 4.237
HIGH 4.104
0.618 4.021
0.500 3.996
0.382 3.971
LOW 3.888
0.618 3.755
1.000 3.672
1.618 3.539
2.618 3.323
4.250 2.970
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 3.996 4.002
PP 3.994 3.997
S1 3.991 3.993

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

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