NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 4.183 4.165 -0.018 -0.4% 4.246
High 4.183 4.165 -0.018 -0.4% 4.342
Low 4.087 4.007 -0.080 -2.0% 4.104
Close 4.133 4.023 -0.110 -2.7% 4.258
Range 0.096 0.158 0.062 64.6% 0.238
ATR 0.182 0.180 -0.002 -0.9% 0.000
Volume 3,286 3,963 677 20.6% 45,596
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.539 4.439 4.110
R3 4.381 4.281 4.066
R2 4.223 4.223 4.052
R1 4.123 4.123 4.037 4.094
PP 4.065 4.065 4.065 4.051
S1 3.965 3.965 4.009 3.936
S2 3.907 3.907 3.994
S3 3.749 3.807 3.980
S4 3.591 3.649 3.936
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 4.007 0.335 8.3% 0.156 3.9% 5% False True 6,336
10 4.690 4.007 0.683 17.0% 0.158 3.9% 2% False True 6,883
20 4.690 4.007 0.683 17.0% 0.171 4.3% 2% False True 6,464
40 5.280 4.007 1.273 31.6% 0.190 4.7% 1% False True 4,670
60 6.521 4.007 2.514 62.5% 0.201 5.0% 1% False True 3,624
80 7.106 4.007 3.099 77.0% 0.201 5.0% 1% False True 3,054
100 7.708 4.007 3.701 92.0% 0.205 5.1% 0% False True 2,639
120 8.587 4.007 4.580 113.8% 0.203 5.0% 0% False True 2,344
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.837
2.618 4.579
1.618 4.421
1.000 4.323
0.618 4.263
HIGH 4.165
0.618 4.105
0.500 4.086
0.382 4.067
LOW 4.007
0.618 3.909
1.000 3.849
1.618 3.751
2.618 3.593
4.250 3.336
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 4.086 4.135
PP 4.065 4.097
S1 4.044 4.060

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

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