NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 4.238 4.315 0.077 1.8% 4.278
High 4.356 4.479 0.123 2.8% 4.659
Low 4.032 4.243 0.211 5.2% 4.032
Close 4.296 4.395 0.099 2.3% 4.395
Range 0.324 0.236 -0.088 -27.2% 0.627
ATR 0.246 0.246 -0.001 -0.3% 0.000
Volume 13,568 14,925 1,357 10.0% 67,102
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.080 4.974 4.525
R3 4.844 4.738 4.460
R2 4.608 4.608 4.438
R1 4.502 4.502 4.417 4.555
PP 4.372 4.372 4.372 4.399
S1 4.266 4.266 4.373 4.319
S2 4.136 4.136 4.352
S3 3.900 4.030 4.330
S4 3.664 3.794 4.265
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.243 5.946 4.740
R3 5.616 5.319 4.567
R2 4.989 4.989 4.510
R1 4.692 4.692 4.452 4.841
PP 4.362 4.362 4.362 4.436
S1 4.065 4.065 4.338 4.214
S2 3.735 3.735 4.280
S3 3.108 3.438 4.223
S4 2.481 2.811 4.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.659 4.032 0.627 14.3% 0.300 6.8% 58% False False 13,420
10 4.659 3.892 0.767 17.5% 0.259 5.9% 66% False False 12,568
20 4.955 3.892 1.063 24.2% 0.249 5.7% 47% False False 12,087
40 4.955 3.754 1.201 27.3% 0.205 4.7% 53% False False 9,296
60 4.978 3.754 1.224 27.8% 0.199 4.5% 52% False False 8,460
80 5.351 3.754 1.597 36.3% 0.193 4.4% 40% False False 7,851
100 6.087 3.754 2.333 53.1% 0.196 4.5% 27% False False 7,120
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 0.060
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.482
2.618 5.097
1.618 4.861
1.000 4.715
0.618 4.625
HIGH 4.479
0.618 4.389
0.500 4.361
0.382 4.333
LOW 4.243
0.618 4.097
1.000 4.007
1.618 3.861
2.618 3.625
4.250 3.240
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 4.384 4.360
PP 4.372 4.324
S1 4.361 4.289

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

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