NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 4.687 4.420 -0.267 -5.7% 4.540
High 4.690 4.433 -0.257 -5.5% 4.690
Low 4.428 4.271 -0.157 -3.5% 4.271
Close 4.449 4.291 -0.158 -3.6% 4.291
Range 0.262 0.162 -0.100 -38.2% 0.419
ATR 0.211 0.209 -0.002 -1.1% 0.000
Volume 5,093 7,556 2,463 48.4% 27,416
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.818 4.716 4.380
R3 4.656 4.554 4.336
R2 4.494 4.494 4.321
R1 4.392 4.392 4.306 4.362
PP 4.332 4.332 4.332 4.317
S1 4.230 4.230 4.276 4.200
S2 4.170 4.170 4.261
S3 4.008 4.068 4.246
S4 3.846 3.906 4.202
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.674 5.402 4.521
R3 5.255 4.983 4.406
R2 4.836 4.836 4.368
R1 4.564 4.564 4.329 4.491
PP 4.417 4.417 4.417 4.381
S1 4.145 4.145 4.253 4.072
S2 3.998 3.998 4.214
S3 3.579 3.726 4.176
S4 3.160 3.307 4.061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 4.271 0.419 9.8% 0.203 4.7% 5% False True 5,483
10 4.690 4.271 0.419 9.8% 0.196 4.6% 5% False True 6,240
20 5.280 4.271 1.009 23.5% 0.198 4.6% 2% False True 4,947
40 6.295 4.271 2.024 47.2% 0.205 4.8% 1% False True 3,648
60 6.521 4.271 2.250 52.4% 0.202 4.7% 1% False True 2,882
80 7.670 4.271 3.399 79.2% 0.210 4.9% 1% False True 2,453
100 7.708 4.271 3.437 80.1% 0.207 4.8% 1% False True 2,154
120 8.598 4.271 4.327 100.8% 0.209 4.9% 0% False True 1,919
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 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.122
2.618 4.857
1.618 4.695
1.000 4.595
0.618 4.533
HIGH 4.433
0.618 4.371
0.500 4.352
0.382 4.333
LOW 4.271
0.618 4.171
1.000 4.109
1.618 4.009
2.618 3.847
4.250 3.583
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 4.352 4.481
PP 4.332 4.417
S1 4.311 4.354

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

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