NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 4.319 4.223 -0.096 -2.2% 4.246
High 4.342 4.262 -0.080 -1.8% 4.342
Low 4.220 4.096 -0.124 -2.9% 4.104
Close 4.258 4.175 -0.083 -1.9% 4.258
Range 0.122 0.166 0.044 36.1% 0.238
ATR 0.190 0.188 -0.002 -0.9% 0.000
Volume 9,010 3,342 -5,668 -62.9% 45,596
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.676 4.591 4.266
R3 4.510 4.425 4.221
R2 4.344 4.344 4.205
R1 4.259 4.259 4.190 4.219
PP 4.178 4.178 4.178 4.157
S1 4.093 4.093 4.160 4.053
S2 4.012 4.012 4.145
S3 3.846 3.927 4.129
S4 3.680 3.761 4.084
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 4.096 0.246 5.9% 0.151 3.6% 32% False True 7,895
10 4.690 4.096 0.594 14.2% 0.167 4.0% 13% False True 7,167
20 4.717 4.096 0.621 14.9% 0.175 4.2% 13% False True 6,353
40 5.280 4.096 1.184 28.4% 0.187 4.5% 7% False True 4,551
60 6.521 4.096 2.425 58.1% 0.202 4.8% 3% False True 3,545
80 7.121 4.096 3.025 72.5% 0.202 4.8% 3% False True 2,992
100 7.708 4.096 3.612 86.5% 0.206 4.9% 2% False True 2,585
120 8.598 4.096 4.502 107.8% 0.204 4.9% 2% False True 2,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.968
2.618 4.697
1.618 4.531
1.000 4.428
0.618 4.365
HIGH 4.262
0.618 4.199
0.500 4.179
0.382 4.159
LOW 4.096
0.618 3.993
1.000 3.930
1.618 3.827
2.618 3.661
4.250 3.391
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 4.179 4.219
PP 4.178 4.204
S1 4.176 4.190

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

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