NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 5.082 5.110 0.028 0.6% 4.930
High 5.083 5.112 0.029 0.6% 5.261
Low 4.975 4.981 0.006 0.1% 4.733
Close 5.051 5.070 0.019 0.4% 5.118
Range 0.108 0.131 0.023 21.3% 0.528
ATR 0.212 0.206 -0.006 -2.7% 0.000
Volume 3,141 3,275 134 4.3% 17,431
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.447 5.390 5.142
R3 5.316 5.259 5.106
R2 5.185 5.185 5.094
R1 5.128 5.128 5.082 5.091
PP 5.054 5.054 5.054 5.036
S1 4.997 4.997 5.058 4.960
S2 4.923 4.923 5.046
S3 4.792 4.866 5.034
S4 4.661 4.735 4.998
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.621 6.398 5.408
R3 6.093 5.870 5.263
R2 5.565 5.565 5.215
R1 5.342 5.342 5.166 5.454
PP 5.037 5.037 5.037 5.093
S1 4.814 4.814 5.070 4.926
S2 4.509 4.509 5.021
S3 3.981 4.286 4.973
S4 3.453 3.758 4.828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.184 4.733 0.451 8.9% 0.219 4.3% 75% False False 3,350
10 5.261 4.646 0.615 12.1% 0.228 4.5% 69% False False 3,746
20 5.523 4.605 0.918 18.1% 0.209 4.1% 51% False False 3,569
40 5.523 4.434 1.089 21.5% 0.173 3.4% 58% False False 2,709
60 5.523 4.434 1.089 21.5% 0.163 3.2% 58% False False 2,224
80 5.690 4.434 1.256 24.8% 0.158 3.1% 51% False False 1,899
100 6.162 4.434 1.728 34.1% 0.160 3.2% 37% False False 1,722
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.669
2.618 5.455
1.618 5.324
1.000 5.243
0.618 5.193
HIGH 5.112
0.618 5.062
0.500 5.047
0.382 5.031
LOW 4.981
0.618 4.900
1.000 4.850
1.618 4.769
2.618 4.638
4.250 4.424
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 5.062 5.077
PP 5.054 5.074
S1 5.047 5.072

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

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