NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 3.919 4.026 0.107 2.7% 4.193
High 4.104 4.138 0.034 0.8% 4.245
Low 3.888 3.921 0.033 0.8% 3.871
Close 3.989 4.105 0.116 2.9% 4.105
Range 0.216 0.217 0.001 0.5% 0.374
ATR 0.243 0.241 -0.002 -0.8% 0.000
Volume 67,363 90,702 23,339 34.6% 311,732
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.706 4.622 4.224
R3 4.489 4.405 4.165
R2 4.272 4.272 4.145
R1 4.188 4.188 4.125 4.230
PP 4.055 4.055 4.055 4.076
S1 3.971 3.971 4.085 4.013
S2 3.838 3.838 4.065
S3 3.621 3.754 4.045
S4 3.404 3.537 3.986
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.196 5.024 4.311
R3 4.822 4.650 4.208
R2 4.448 4.448 4.174
R1 4.276 4.276 4.139 4.175
PP 4.074 4.074 4.074 4.023
S1 3.902 3.902 4.071 3.801
S2 3.700 3.700 4.036
S3 3.326 3.528 4.002
S4 2.952 3.154 3.899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.245 3.871 0.374 9.1% 0.208 5.1% 63% False False 62,346
10 4.574 3.871 0.703 17.1% 0.238 5.8% 33% False False 62,394
20 4.574 3.710 0.864 21.0% 0.258 6.3% 46% False False 48,505
40 4.789 3.627 1.162 28.3% 0.252 6.1% 41% False False 29,841
60 4.789 3.520 1.269 30.9% 0.216 5.3% 46% False False 21,227
80 4.820 3.520 1.300 31.7% 0.210 5.1% 45% False False 16,626
100 5.350 3.520 1.830 44.6% 0.206 5.0% 32% False False 13,653
120 6.619 3.520 3.099 75.5% 0.207 5.0% 19% False False 11,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.072
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.060
2.618 4.706
1.618 4.489
1.000 4.355
0.618 4.272
HIGH 4.138
0.618 4.055
0.500 4.030
0.382 4.004
LOW 3.921
0.618 3.787
1.000 3.704
1.618 3.570
2.618 3.353
4.250 2.999
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 4.080 4.072
PP 4.055 4.038
S1 4.030 4.005

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

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