NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 4.343 4.446 0.103 2.4% 4.300
High 4.505 4.535 0.030 0.7% 4.505
Low 4.146 4.148 0.002 0.0% 4.146
Close 4.408 4.360 -0.048 -1.1% 4.408
Range 0.359 0.387 0.028 7.8% 0.359
ATR 0.221 0.233 0.012 5.4% 0.000
Volume 5,027 8,485 3,458 68.8% 23,325
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.509 5.321 4.573
R3 5.122 4.934 4.466
R2 4.735 4.735 4.431
R1 4.547 4.547 4.395 4.448
PP 4.348 4.348 4.348 4.298
S1 4.160 4.160 4.325 4.061
S2 3.961 3.961 4.289
S3 3.574 3.773 4.254
S4 3.187 3.386 4.147
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.430 5.278 4.605
R3 5.071 4.919 4.507
R2 4.712 4.712 4.474
R1 4.560 4.560 4.441 4.636
PP 4.353 4.353 4.353 4.391
S1 4.201 4.201 4.375 4.277
S2 3.994 3.994 4.342
S3 3.635 3.842 4.309
S4 3.276 3.483 4.211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.535 4.146 0.389 8.9% 0.255 5.9% 55% True False 5,528
10 4.595 4.146 0.449 10.3% 0.211 4.8% 48% False False 4,958
20 5.140 4.146 0.994 22.8% 0.227 5.2% 22% False False 5,327
40 6.413 4.146 2.267 52.0% 0.228 5.2% 9% False False 3,845
60 6.627 4.146 2.481 56.9% 0.216 5.0% 9% False False 3,066
80 7.599 4.146 3.453 79.2% 0.224 5.1% 6% False False 2,608
100 7.599 4.146 3.453 79.2% 0.219 5.0% 6% False False 2,341
120 8.545 4.146 4.399 100.9% 0.222 5.1% 5% False False 2,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 6.180
2.618 5.548
1.618 5.161
1.000 4.922
0.618 4.774
HIGH 4.535
0.618 4.387
0.500 4.342
0.382 4.296
LOW 4.148
0.618 3.909
1.000 3.761
1.618 3.522
2.618 3.135
4.250 2.503
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 4.354 4.354
PP 4.348 4.347
S1 4.342 4.341

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

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