NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 4.223 4.183 -0.040 -0.9% 4.246
High 4.262 4.183 -0.079 -1.9% 4.342
Low 4.096 4.087 -0.009 -0.2% 4.104
Close 4.175 4.133 -0.042 -1.0% 4.258
Range 0.166 0.096 -0.070 -42.2% 0.238
ATR 0.188 0.182 -0.007 -3.5% 0.000
Volume 3,342 3,286 -56 -1.7% 45,596
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.422 4.374 4.186
R3 4.326 4.278 4.159
R2 4.230 4.230 4.151
R1 4.182 4.182 4.142 4.158
PP 4.134 4.134 4.134 4.123
S1 4.086 4.086 4.124 4.062
S2 4.038 4.038 4.115
S3 3.942 3.990 4.107
S4 3.846 3.894 4.080
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 4.087 0.255 6.2% 0.146 3.5% 18% False True 7,066
10 4.690 4.087 0.603 14.6% 0.163 3.9% 8% False True 7,017
20 4.690 4.087 0.603 14.6% 0.170 4.1% 8% False True 6,403
40 5.280 4.087 1.193 28.9% 0.190 4.6% 4% False True 4,598
60 6.521 4.087 2.434 58.9% 0.201 4.9% 2% False True 3,577
80 7.121 4.087 3.034 73.4% 0.201 4.9% 2% False True 3,020
100 7.708 4.087 3.621 87.6% 0.205 5.0% 1% False True 2,608
120 8.587 4.087 4.500 108.9% 0.203 4.9% 1% False True 2,322
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4.591
2.618 4.434
1.618 4.338
1.000 4.279
0.618 4.242
HIGH 4.183
0.618 4.146
0.500 4.135
0.382 4.124
LOW 4.087
0.618 4.028
1.000 3.991
1.618 3.932
2.618 3.836
4.250 3.679
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 4.135 4.215
PP 4.134 4.187
S1 4.134 4.160

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

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