NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 4.474 4.551 0.077 1.7% 4.300
High 4.548 4.586 0.038 0.8% 4.505
Low 4.340 4.280 -0.060 -1.4% 4.146
Close 4.542 4.306 -0.236 -5.2% 4.408
Range 0.208 0.306 0.098 47.1% 0.359
ATR 0.226 0.232 0.006 2.5% 0.000
Volume 6,090 7,709 1,619 26.6% 23,325
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.309 5.113 4.474
R3 5.003 4.807 4.390
R2 4.697 4.697 4.362
R1 4.501 4.501 4.334 4.446
PP 4.391 4.391 4.391 4.363
S1 4.195 4.195 4.278 4.140
S2 4.085 4.085 4.250
S3 3.779 3.889 4.222
S4 3.473 3.583 4.138
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 4.586 4.146 0.440 10.2% 0.279 6.5% 36% True False 7,059
10 4.586 4.146 0.440 10.2% 0.214 5.0% 36% True False 5,785
20 5.140 4.146 0.994 23.1% 0.220 5.1% 16% False False 5,641
40 6.278 4.146 2.132 49.5% 0.220 5.1% 8% False False 4,266
60 6.413 4.146 2.267 52.6% 0.217 5.0% 7% False False 3,336
80 7.532 4.146 3.386 78.6% 0.222 5.2% 5% False False 2,836
100 7.599 4.146 3.453 80.2% 0.221 5.1% 5% False False 2,511
120 8.545 4.146 4.399 102.2% 0.221 5.1% 4% False False 2,241
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 0.048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.887
2.618 5.387
1.618 5.081
1.000 4.892
0.618 4.775
HIGH 4.586
0.618 4.469
0.500 4.433
0.382 4.397
LOW 4.280
0.618 4.091
1.000 3.974
1.618 3.785
2.618 3.479
4.250 2.980
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 4.433 4.433
PP 4.391 4.391
S1 4.348 4.348

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

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