NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 4.165 4.174 0.009 0.2% 4.540
High 4.276 4.225 -0.051 -1.2% 4.690
Low 4.151 4.117 -0.034 -0.8% 4.271
Close 4.176 4.123 -0.053 -1.3% 4.291
Range 0.125 0.108 -0.017 -13.6% 0.419
ATR 0.199 0.192 -0.006 -3.3% 0.000
Volume 7,431 7,611 180 2.4% 27,416
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.479 4.409 4.182
R3 4.371 4.301 4.153
R2 4.263 4.263 4.143
R1 4.193 4.193 4.133 4.174
PP 4.155 4.155 4.155 4.146
S1 4.085 4.085 4.113 4.066
S2 4.047 4.047 4.103
S3 3.939 3.977 4.093
S4 3.831 3.869 4.064
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 4.117 0.573 13.9% 0.161 3.9% 1% False True 7,430
10 4.690 4.117 0.573 13.9% 0.183 4.4% 1% False True 7,083
20 5.126 4.117 1.009 24.5% 0.177 4.3% 1% False True 5,624
40 5.800 4.117 1.683 40.8% 0.193 4.7% 0% False True 4,123
60 6.521 4.117 2.404 58.3% 0.200 4.8% 0% False True 3,184
80 7.121 4.117 3.004 72.9% 0.204 4.9% 0% False True 2,733
100 7.708 4.117 3.591 87.1% 0.207 5.0% 0% False True 2,373
120 8.598 4.117 4.481 108.7% 0.206 5.0% 0% False True 2,112
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.684
2.618 4.508
1.618 4.400
1.000 4.333
0.618 4.292
HIGH 4.225
0.618 4.184
0.500 4.171
0.382 4.158
LOW 4.117
0.618 4.050
1.000 4.009
1.618 3.942
2.618 3.834
4.250 3.658
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 4.171 4.211
PP 4.155 4.181
S1 4.139 4.152

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

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