NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 4.420 4.246 -0.174 -3.9% 4.540
High 4.433 4.304 -0.129 -2.9% 4.690
Low 4.271 4.155 -0.116 -2.7% 4.271
Close 4.291 4.197 -0.094 -2.2% 4.291
Range 0.162 0.149 -0.013 -8.0% 0.419
ATR 0.209 0.204 -0.004 -2.0% 0.000
Volume 7,556 9,461 1,905 25.2% 27,416
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.666 4.580 4.279
R3 4.517 4.431 4.238
R2 4.368 4.368 4.224
R1 4.282 4.282 4.211 4.251
PP 4.219 4.219 4.219 4.203
S1 4.133 4.133 4.183 4.102
S2 4.070 4.070 4.170
S3 3.921 3.984 4.156
S4 3.772 3.835 4.115
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 4.155 0.535 12.7% 0.183 4.4% 8% False True 6,439
10 4.690 4.155 0.535 12.7% 0.198 4.7% 8% False True 6,954
20 5.280 4.155 1.125 26.8% 0.192 4.6% 4% False True 5,217
40 5.977 4.155 1.822 43.4% 0.197 4.7% 2% False True 3,843
60 6.521 4.155 2.366 56.4% 0.202 4.8% 2% False True 3,027
80 7.440 4.155 3.285 78.3% 0.209 5.0% 1% False True 2,568
100 7.708 4.155 3.553 84.7% 0.208 4.9% 1% False True 2,239
120 8.598 4.155 4.443 105.9% 0.208 4.9% 1% False True 1,994
Crabel Price Patterns
NR True
NR4 True
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 0.042
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.937
2.618 4.694
1.618 4.545
1.000 4.453
0.618 4.396
HIGH 4.304
0.618 4.247
0.500 4.230
0.382 4.212
LOW 4.155
0.618 4.063
1.000 4.006
1.618 3.914
2.618 3.765
4.250 3.522
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 4.230 4.423
PP 4.219 4.347
S1 4.208 4.272

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

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