NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 4.534 4.592 0.058 1.3% 4.473
High 4.648 4.679 0.031 0.7% 4.619
Low 4.509 4.477 -0.032 -0.7% 4.290
Close 4.603 4.674 0.071 1.5% 4.545
Range 0.139 0.202 0.063 45.3% 0.329
ATR 0.207 0.207 0.000 -0.2% 0.000
Volume 4,785 5,301 516 10.8% 34,990
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.216 5.147 4.785
R3 5.014 4.945 4.730
R2 4.812 4.812 4.711
R1 4.743 4.743 4.693 4.778
PP 4.610 4.610 4.610 4.627
S1 4.541 4.541 4.655 4.576
S2 4.408 4.408 4.637
S3 4.206 4.339 4.618
S4 4.004 4.137 4.563
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.472 5.337 4.726
R3 5.143 5.008 4.635
R2 4.814 4.814 4.605
R1 4.679 4.679 4.575 4.747
PP 4.485 4.485 4.485 4.518
S1 4.350 4.350 4.515 4.418
S2 4.156 4.156 4.485
S3 3.827 4.021 4.455
S4 3.498 3.692 4.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.679 4.290 0.389 8.3% 0.204 4.4% 99% True False 6,736
10 4.679 4.290 0.389 8.3% 0.184 3.9% 99% True False 6,045
20 5.280 4.290 0.990 21.2% 0.194 4.1% 39% False False 4,657
40 6.521 4.290 2.231 47.7% 0.207 4.4% 17% False False 3,405
60 6.521 4.290 2.231 47.7% 0.200 4.3% 17% False False 2,719
80 7.670 4.290 3.380 72.3% 0.209 4.5% 11% False False 2,319
100 7.708 4.290 3.418 73.1% 0.206 4.4% 11% False False 2,046
120 8.598 4.290 4.308 92.2% 0.208 4.5% 9% False False 1,817
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.538
2.618 5.208
1.618 5.006
1.000 4.881
0.618 4.804
HIGH 4.679
0.618 4.602
0.500 4.578
0.382 4.554
LOW 4.477
0.618 4.352
1.000 4.275
1.618 4.150
2.618 3.948
4.250 3.619
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 4.642 4.631
PP 4.610 4.587
S1 4.578 4.544

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

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