NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 4.540 4.534 -0.006 -0.1% 4.473
High 4.661 4.648 -0.013 -0.3% 4.619
Low 4.409 4.509 0.100 2.3% 4.290
Close 4.495 4.603 0.108 2.4% 4.545
Range 0.252 0.139 -0.113 -44.8% 0.329
ATR 0.211 0.207 -0.004 -2.0% 0.000
Volume 4,681 4,785 104 2.2% 34,990
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.004 4.942 4.679
R3 4.865 4.803 4.641
R2 4.726 4.726 4.628
R1 4.664 4.664 4.616 4.695
PP 4.587 4.587 4.587 4.602
S1 4.525 4.525 4.590 4.556
S2 4.448 4.448 4.578
S3 4.309 4.386 4.565
S4 4.170 4.247 4.527
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.472 5.337 4.726
R3 5.143 5.008 4.635
R2 4.814 4.814 4.605
R1 4.679 4.679 4.575 4.747
PP 4.485 4.485 4.485 4.518
S1 4.350 4.350 4.515 4.418
S2 4.156 4.156 4.485
S3 3.827 4.021 4.455
S4 3.498 3.692 4.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.661 4.290 0.371 8.1% 0.199 4.3% 84% False False 7,262
10 4.661 4.290 0.371 8.1% 0.177 3.9% 84% False False 5,789
20 5.280 4.290 0.990 21.5% 0.197 4.3% 32% False False 4,644
40 6.521 4.290 2.231 48.5% 0.207 4.5% 14% False False 3,293
60 6.640 4.290 2.350 51.1% 0.202 4.4% 13% False False 2,666
80 7.700 4.290 3.410 74.1% 0.209 4.5% 9% False False 2,270
100 7.708 4.290 3.418 74.3% 0.206 4.5% 9% False False 2,010
120 8.598 4.290 4.308 93.6% 0.208 4.5% 7% False False 1,782
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.239
2.618 5.012
1.618 4.873
1.000 4.787
0.618 4.734
HIGH 4.648
0.618 4.595
0.500 4.579
0.382 4.562
LOW 4.509
0.618 4.423
1.000 4.370
1.618 4.284
2.618 4.145
4.250 3.918
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 4.595 4.561
PP 4.587 4.518
S1 4.579 4.476

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

View Archives - Comment on this page... - Back to Index of Symbols