NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 4.150 4.319 0.169 4.1% 4.246
High 4.340 4.342 0.002 0.0% 4.342
Low 4.104 4.220 0.116 2.8% 4.104
Close 4.319 4.258 -0.061 -1.4% 4.258
Range 0.236 0.122 -0.114 -48.3% 0.238
ATR 0.195 0.190 -0.005 -2.7% 0.000
Volume 12,083 9,010 -3,073 -25.4% 45,596
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.639 4.571 4.325
R3 4.517 4.449 4.292
R2 4.395 4.395 4.280
R1 4.327 4.327 4.269 4.300
PP 4.273 4.273 4.273 4.260
S1 4.205 4.205 4.247 4.178
S2 4.151 4.151 4.236
S3 4.029 4.083 4.224
S4 3.907 3.961 4.191
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.949 4.841 4.389
R3 4.711 4.603 4.323
R2 4.473 4.473 4.302
R1 4.365 4.365 4.280 4.419
PP 4.235 4.235 4.235 4.262
S1 4.127 4.127 4.236 4.181
S2 3.997 3.997 4.214
S3 3.759 3.889 4.193
S4 3.521 3.651 4.127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.342 4.104 0.238 5.6% 0.148 3.5% 65% True False 9,119
10 4.690 4.104 0.586 13.8% 0.176 4.1% 26% False False 7,301
20 4.865 4.104 0.761 17.9% 0.171 4.0% 20% False False 6,372
40 5.366 4.104 1.262 29.6% 0.189 4.4% 12% False False 4,504
60 6.521 4.104 2.417 56.8% 0.201 4.7% 6% False False 3,507
80 7.121 4.104 3.017 70.9% 0.202 4.7% 5% False False 2,959
100 7.708 4.104 3.604 84.6% 0.207 4.9% 4% False False 2,563
120 8.598 4.104 4.494 105.5% 0.204 4.8% 3% False False 2,271
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 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.861
2.618 4.661
1.618 4.539
1.000 4.464
0.618 4.417
HIGH 4.342
0.618 4.295
0.500 4.281
0.382 4.267
LOW 4.220
0.618 4.145
1.000 4.098
1.618 4.023
2.618 3.901
4.250 3.702
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 4.281 4.246
PP 4.273 4.235
S1 4.266 4.223

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

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