NYMEX Natural Gas Future December 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 5.690 5.665 -0.025 -0.4% 5.815
High 5.730 5.708 -0.022 -0.4% 5.815
Low 5.629 5.520 -0.109 -1.9% 5.493
Close 5.648 5.533 -0.115 -2.0% 5.748
Range 0.101 0.188 0.087 86.1% 0.322
ATR 0.191 0.191 0.000 -0.1% 0.000
Volume 2,277 2,339 62 2.7% 21,582
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.151 6.030 5.636
R3 5.963 5.842 5.585
R2 5.775 5.775 5.567
R1 5.654 5.654 5.550 5.621
PP 5.587 5.587 5.587 5.570
S1 5.466 5.466 5.516 5.433
S2 5.399 5.399 5.499
S3 5.211 5.278 5.481
S4 5.023 5.090 5.430
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.522 5.925
R3 6.329 6.200 5.837
R2 6.007 6.007 5.807
R1 5.878 5.878 5.778 5.782
PP 5.685 5.685 5.685 5.637
S1 5.556 5.556 5.718 5.460
S2 5.363 5.363 5.689
S3 5.041 5.234 5.659
S4 4.719 4.912 5.571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.764 5.493 0.271 4.9% 0.146 2.6% 15% False False 3,936
10 6.085 5.493 0.592 10.7% 0.172 3.1% 7% False False 3,880
20 6.170 5.468 0.702 12.7% 0.201 3.6% 9% False False 3,907
40 6.170 5.365 0.805 14.5% 0.201 3.6% 21% False False 3,605
60 6.170 5.170 1.000 18.1% 0.173 3.1% 36% False False 3,143
80 6.170 5.170 1.000 18.1% 0.172 3.1% 36% False False 2,918
100 6.550 5.170 1.380 24.9% 0.170 3.1% 26% False False 2,694
120 7.450 5.170 2.280 41.2% 0.170 3.1% 16% False False 2,451
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.507
2.618 6.200
1.618 6.012
1.000 5.896
0.618 5.824
HIGH 5.708
0.618 5.636
0.500 5.614
0.382 5.592
LOW 5.520
0.618 5.404
1.000 5.332
1.618 5.216
2.618 5.028
4.250 4.721
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 5.614 5.642
PP 5.587 5.606
S1 5.560 5.569

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

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