NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 4.182 4.105 -0.077 -1.8% 4.300
High 4.229 4.142 -0.087 -2.1% 4.355
Low 4.090 3.954 -0.136 -3.3% 4.010
Close 4.103 3.982 -0.121 -2.9% 4.237
Range 0.139 0.188 0.049 35.3% 0.345
ATR 0.225 0.222 -0.003 -1.2% 0.000
Volume 14,419 17,527 3,108 21.6% 74,618
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.590 4.474 4.085
R3 4.402 4.286 4.034
R2 4.214 4.214 4.016
R1 4.098 4.098 3.999 4.062
PP 4.026 4.026 4.026 4.008
S1 3.910 3.910 3.965 3.874
S2 3.838 3.838 3.948
S3 3.650 3.722 3.930
S4 3.462 3.534 3.879
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.236 5.081 4.427
R3 4.891 4.736 4.332
R2 4.546 4.546 4.300
R1 4.391 4.391 4.269 4.296
PP 4.201 4.201 4.201 4.153
S1 4.046 4.046 4.205 3.951
S2 3.856 3.856 4.174
S3 3.511 3.701 4.142
S4 3.166 3.356 4.047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.261 3.954 0.307 7.7% 0.179 4.5% 9% False True 15,872
10 4.624 3.954 0.670 16.8% 0.194 4.9% 4% False True 16,662
20 4.716 3.844 0.872 21.9% 0.235 5.9% 16% False False 19,451
40 4.830 3.728 1.102 27.7% 0.237 5.9% 23% False False 13,582
60 4.830 3.596 1.234 31.0% 0.203 5.1% 31% False False 9,990
80 4.860 3.596 1.264 31.7% 0.198 5.0% 31% False False 7,960
100 5.392 3.596 1.796 45.1% 0.195 4.9% 21% False False 6,662
120 6.401 3.596 2.805 70.4% 0.195 4.9% 14% False False 5,719
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 0.056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.941
2.618 4.634
1.618 4.446
1.000 4.330
0.618 4.258
HIGH 4.142
0.618 4.070
0.500 4.048
0.382 4.026
LOW 3.954
0.618 3.838
1.000 3.766
1.618 3.650
2.618 3.462
4.250 3.155
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 4.048 4.108
PP 4.026 4.066
S1 4.004 4.024

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

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