NYMEX Natural Gas Future June 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 4.410 4.474 0.064 1.5% 4.300
High 4.513 4.548 0.035 0.8% 4.505
Low 4.380 4.340 -0.040 -0.9% 4.146
Close 4.474 4.542 0.068 1.5% 4.408
Range 0.133 0.208 0.075 56.4% 0.359
ATR 0.227 0.226 -0.001 -0.6% 0.000
Volume 7,987 6,090 -1,897 -23.8% 23,325
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.101 5.029 4.656
R3 4.893 4.821 4.599
R2 4.685 4.685 4.580
R1 4.613 4.613 4.561 4.649
PP 4.477 4.477 4.477 4.495
S1 4.405 4.405 4.523 4.441
S2 4.269 4.269 4.504
S3 4.061 4.197 4.485
S4 3.853 3.989 4.428
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 4.548 4.146 0.402 8.9% 0.238 5.2% 99% True False 6,308
10 4.548 4.146 0.402 8.9% 0.209 4.6% 99% True False 5,630
20 5.140 4.146 0.994 21.9% 0.213 4.7% 40% False False 5,538
40 6.413 4.146 2.267 49.9% 0.220 4.8% 17% False False 4,138
60 6.413 4.146 2.267 49.9% 0.214 4.7% 17% False False 3,236
80 7.550 4.146 3.404 74.9% 0.222 4.9% 12% False False 2,751
100 7.599 4.146 3.453 76.0% 0.219 4.8% 11% False False 2,444
120 8.545 4.146 4.399 96.9% 0.220 4.9% 9% False False 2,185
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.432
2.618 5.093
1.618 4.885
1.000 4.756
0.618 4.677
HIGH 4.548
0.618 4.469
0.500 4.444
0.382 4.419
LOW 4.340
0.618 4.211
1.000 4.132
1.618 4.003
2.618 3.795
4.250 3.456
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 4.509 4.477
PP 4.477 4.413
S1 4.444 4.348

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

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