NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 5.812 5.830 0.018 0.3% 5.690
High 5.860 5.891 0.031 0.5% 5.960
Low 5.719 5.700 -0.019 -0.3% 5.468
Close 5.802 5.727 -0.075 -1.3% 5.864
Range 0.141 0.191 0.050 35.5% 0.492
ATR 0.203 0.202 -0.001 -0.4% 0.000
Volume 2,845 2,475 -370 -13.0% 21,581
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.346 6.227 5.832
R3 6.155 6.036 5.780
R2 5.964 5.964 5.762
R1 5.845 5.845 5.745 5.809
PP 5.773 5.773 5.773 5.755
S1 5.654 5.654 5.709 5.618
S2 5.582 5.582 5.692
S3 5.391 5.463 5.674
S4 5.200 5.272 5.622
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.240 7.044 6.135
R3 6.748 6.552 5.999
R2 6.256 6.256 5.954
R1 6.060 6.060 5.909 6.158
PP 5.764 5.764 5.764 5.813
S1 5.568 5.568 5.819 5.666
S2 5.272 5.272 5.774
S3 4.780 5.076 5.729
S4 4.288 4.584 5.593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.924 5.468 0.456 8.0% 0.199 3.5% 57% False False 3,703
10 5.960 5.430 0.530 9.3% 0.238 4.2% 56% False False 3,925
20 6.150 5.365 0.785 13.7% 0.209 3.6% 46% False False 3,551
40 6.150 5.170 0.980 17.1% 0.173 3.0% 57% False False 3,118
60 6.150 5.170 0.980 17.1% 0.173 3.0% 57% False False 2,840
80 6.150 5.170 0.980 17.1% 0.166 2.9% 57% False False 2,561
100 6.613 5.170 1.443 25.2% 0.164 2.9% 39% False False 2,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.703
2.618 6.391
1.618 6.200
1.000 6.082
0.618 6.009
HIGH 5.891
0.618 5.818
0.500 5.796
0.382 5.773
LOW 5.700
0.618 5.582
1.000 5.509
1.618 5.391
2.618 5.200
4.250 4.888
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 5.796 5.796
PP 5.773 5.773
S1 5.750 5.750

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

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