NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 4.540 4.155 -0.385 -8.5% 4.440
High 4.580 4.171 -0.409 -8.9% 4.589
Low 4.106 3.864 -0.242 -5.9% 3.864
Close 4.171 3.874 -0.297 -7.1% 3.874
Range 0.474 0.307 -0.167 -35.2% 0.725
ATR 0.234 0.240 0.005 2.2% 0.000
Volume 7,538 15,275 7,737 102.6% 45,525
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.891 4.689 4.043
R3 4.584 4.382 3.958
R2 4.277 4.277 3.930
R1 4.075 4.075 3.902 4.023
PP 3.970 3.970 3.970 3.943
S1 3.768 3.768 3.846 3.716
S2 3.663 3.663 3.818
S3 3.356 3.461 3.790
S4 3.049 3.154 3.705
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.284 5.804 4.273
R3 5.559 5.079 4.073
R2 4.834 4.834 4.007
R1 4.354 4.354 3.940 4.232
PP 4.109 4.109 4.109 4.048
S1 3.629 3.629 3.808 3.507
S2 3.384 3.384 3.741
S3 2.659 2.904 3.675
S4 1.934 2.179 3.475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.589 3.864 0.725 18.7% 0.239 6.2% 1% False True 9,105
10 4.609 3.864 0.745 19.2% 0.261 6.7% 1% False True 8,350
20 4.609 3.864 0.745 19.2% 0.234 6.0% 1% False True 9,664
40 5.140 3.864 1.276 32.9% 0.227 5.8% 1% False True 7,356
60 6.413 3.864 2.549 65.8% 0.229 5.9% 0% False True 5,659
80 6.760 3.864 2.896 74.8% 0.219 5.6% 0% False True 4,617
100 7.599 3.864 3.735 96.4% 0.225 5.8% 0% False True 3,949
120 7.800 3.864 3.936 101.6% 0.221 5.7% 0% False True 3,497
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.476
2.618 4.975
1.618 4.668
1.000 4.478
0.618 4.361
HIGH 4.171
0.618 4.054
0.500 4.018
0.382 3.981
LOW 3.864
0.618 3.674
1.000 3.557
1.618 3.367
2.618 3.060
4.250 2.559
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 4.018 4.222
PP 3.970 4.106
S1 3.922 3.990

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

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