NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 4.062 3.979 -0.083 -2.0% 4.446
High 4.083 4.207 0.124 3.0% 4.586
Low 3.970 3.945 -0.025 -0.6% 4.122
Close 3.976 4.181 0.205 5.2% 4.142
Range 0.113 0.262 0.149 131.9% 0.464
ATR 0.213 0.216 0.004 1.7% 0.000
Volume 12,453 12,085 -368 -3.0% 40,302
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.897 4.801 4.325
R3 4.635 4.539 4.253
R2 4.373 4.373 4.229
R1 4.277 4.277 4.205 4.325
PP 4.111 4.111 4.111 4.135
S1 4.015 4.015 4.157 4.063
S2 3.849 3.849 4.133
S3 3.587 3.753 4.109
S4 3.325 3.491 4.037
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.675 5.373 4.397
R3 5.211 4.909 4.270
R2 4.747 4.747 4.227
R1 4.445 4.445 4.185 4.364
PP 4.283 4.283 4.283 4.243
S1 3.981 3.981 4.099 3.900
S2 3.819 3.819 4.057
S3 3.355 3.517 4.014
S4 2.891 3.053 3.887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.361 3.945 0.416 9.9% 0.181 4.3% 57% False True 12,707
10 4.586 3.945 0.641 15.3% 0.230 5.5% 37% False True 9,883
20 4.897 3.945 0.952 22.8% 0.202 4.8% 25% False True 7,719
40 5.416 3.945 1.471 35.2% 0.212 5.1% 16% False True 5,591
60 6.413 3.945 2.468 59.0% 0.217 5.2% 10% False True 4,248
80 6.995 3.945 3.050 72.9% 0.216 5.2% 8% False True 3,572
100 7.599 3.945 3.654 87.4% 0.222 5.3% 6% False True 3,093
120 8.510 3.945 4.565 109.2% 0.218 5.2% 5% False True 2,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.321
2.618 4.893
1.618 4.631
1.000 4.469
0.618 4.369
HIGH 4.207
0.618 4.107
0.500 4.076
0.382 4.045
LOW 3.945
0.618 3.783
1.000 3.683
1.618 3.521
2.618 3.259
4.250 2.832
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 4.146 4.146
PP 4.111 4.111
S1 4.076 4.076

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

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