NYMEX Natural Gas Future July 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 4.592 4.687 0.095 2.1% 4.473
High 4.679 4.690 0.011 0.2% 4.619
Low 4.477 4.428 -0.049 -1.1% 4.290
Close 4.674 4.449 -0.225 -4.8% 4.545
Range 0.202 0.262 0.060 29.7% 0.329
ATR 0.207 0.211 0.004 1.9% 0.000
Volume 5,301 5,093 -208 -3.9% 34,990
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.308 5.141 4.593
R3 5.046 4.879 4.521
R2 4.784 4.784 4.497
R1 4.617 4.617 4.473 4.570
PP 4.522 4.522 4.522 4.499
S1 4.355 4.355 4.425 4.308
S2 4.260 4.260 4.401
S3 3.998 4.093 4.377
S4 3.736 3.831 4.305
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 4.690 4.290 0.400 9.0% 0.237 5.3% 40% True False 4,931
10 4.690 4.290 0.400 9.0% 0.187 4.2% 40% True False 6,111
20 5.280 4.290 0.990 22.3% 0.199 4.5% 16% False False 4,710
40 6.390 4.290 2.100 47.2% 0.206 4.6% 8% False False 3,489
60 6.521 4.290 2.231 50.1% 0.202 4.5% 7% False False 2,774
80 7.670 4.290 3.380 76.0% 0.209 4.7% 5% False False 2,372
100 7.708 4.290 3.418 76.8% 0.207 4.7% 5% False False 2,086
120 8.598 4.290 4.308 96.8% 0.209 4.7% 4% False False 1,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.041
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.804
2.618 5.376
1.618 5.114
1.000 4.952
0.618 4.852
HIGH 4.690
0.618 4.590
0.500 4.559
0.382 4.528
LOW 4.428
0.618 4.266
1.000 4.166
1.618 4.004
2.618 3.742
4.250 3.315
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 4.559 4.559
PP 4.522 4.522
S1 4.486 4.486

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

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