NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 6.047 5.940 -0.107 -1.8% 5.860
High 6.170 6.040 -0.130 -2.1% 5.985
Low 5.888 5.866 -0.022 -0.4% 5.700
Close 5.943 6.027 0.084 1.4% 5.860
Range 0.282 0.174 -0.108 -38.3% 0.285
ATR 0.213 0.211 -0.003 -1.3% 0.000
Volume 4,050 4,492 442 10.9% 18,509
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.500 6.437 6.123
R3 6.326 6.263 6.075
R2 6.152 6.152 6.059
R1 6.089 6.089 6.043 6.121
PP 5.978 5.978 5.978 5.993
S1 5.915 5.915 6.011 5.947
S2 5.804 5.804 5.995
S3 5.630 5.741 5.979
S4 5.456 5.567 5.931
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.703 6.567 6.017
R3 6.418 6.282 5.938
R2 6.133 6.133 5.912
R1 5.997 5.997 5.886 6.003
PP 5.848 5.848 5.848 5.851
S1 5.712 5.712 5.834 5.718
S2 5.563 5.563 5.808
S3 5.278 5.427 5.782
S4 4.993 5.142 5.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.170 5.701 0.469 7.8% 0.230 3.8% 70% False False 4,002
10 6.170 5.468 0.702 11.6% 0.215 3.6% 80% False False 3,852
20 6.170 5.365 0.805 13.4% 0.218 3.6% 82% False False 3,782
40 6.170 5.170 1.000 16.6% 0.188 3.1% 86% False False 3,362
60 6.170 5.170 1.000 16.6% 0.171 2.8% 86% False False 2,938
80 6.170 5.170 1.000 16.6% 0.172 2.9% 86% False False 2,705
100 6.550 5.170 1.380 22.9% 0.168 2.8% 62% False False 2,486
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 6.780
2.618 6.496
1.618 6.322
1.000 6.214
0.618 6.148
HIGH 6.040
0.618 5.974
0.500 5.953
0.382 5.932
LOW 5.866
0.618 5.758
1.000 5.692
1.618 5.584
2.618 5.410
4.250 5.127
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 6.002 6.016
PP 5.978 6.006
S1 5.953 5.995

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

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