NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 4.246 4.165 -0.081 -1.9% 4.540
High 4.304 4.276 -0.028 -0.7% 4.690
Low 4.155 4.151 -0.004 -0.1% 4.271
Close 4.197 4.176 -0.021 -0.5% 4.291
Range 0.149 0.125 -0.024 -16.1% 0.419
ATR 0.204 0.199 -0.006 -2.8% 0.000
Volume 9,461 7,431 -2,030 -21.5% 27,416
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.576 4.501 4.245
R3 4.451 4.376 4.210
R2 4.326 4.326 4.199
R1 4.251 4.251 4.187 4.289
PP 4.201 4.201 4.201 4.220
S1 4.126 4.126 4.165 4.164
S2 4.076 4.076 4.153
S3 3.951 4.001 4.142
S4 3.826 3.876 4.107
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 4.151 0.539 12.9% 0.180 4.3% 5% False True 6,968
10 4.690 4.151 0.539 12.9% 0.190 4.5% 5% False True 7,115
20 5.269 4.151 1.118 26.8% 0.187 4.5% 2% False True 5,394
40 5.925 4.151 1.774 42.5% 0.194 4.7% 1% False True 3,969
60 6.521 4.151 2.370 56.8% 0.201 4.8% 1% False True 3,096
80 7.121 4.151 2.970 71.1% 0.206 4.9% 1% False True 2,650
100 7.708 4.151 3.557 85.2% 0.207 5.0% 1% False True 2,308
120 8.598 4.151 4.447 106.5% 0.207 5.0% 1% False True 2,053
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.807
2.618 4.603
1.618 4.478
1.000 4.401
0.618 4.353
HIGH 4.276
0.618 4.228
0.500 4.214
0.382 4.199
LOW 4.151
0.618 4.074
1.000 4.026
1.618 3.949
2.618 3.824
4.250 3.620
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 4.214 4.292
PP 4.201 4.253
S1 4.189 4.215

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

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