NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 4.165 4.034 -0.131 -3.1% 4.246
High 4.165 4.592 0.427 10.3% 4.342
Low 4.007 4.020 0.013 0.3% 4.104
Close 4.023 4.486 0.463 11.5% 4.258
Range 0.158 0.572 0.414 262.0% 0.238
ATR 0.180 0.208 0.028 15.6% 0.000
Volume 3,963 2,530 -1,433 -36.2% 45,596
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.082 5.856 4.801
R3 5.510 5.284 4.643
R2 4.938 4.938 4.591
R1 4.712 4.712 4.538 4.825
PP 4.366 4.366 4.366 4.423
S1 4.140 4.140 4.434 4.253
S2 3.794 3.794 4.381
S3 3.222 3.568 4.329
S4 2.650 2.996 4.171
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 4.592 4.007 0.585 13.0% 0.223 5.0% 82% True False 4,426
10 4.592 4.007 0.585 13.0% 0.189 4.2% 82% True False 6,627
20 4.690 4.007 0.683 15.2% 0.188 4.2% 70% False False 6,369
40 5.280 4.007 1.273 28.4% 0.200 4.5% 38% False False 4,708
60 6.521 4.007 2.514 56.0% 0.206 4.6% 19% False False 3,636
80 7.106 4.007 3.099 69.1% 0.204 4.6% 15% False False 3,068
100 7.708 4.007 3.701 82.5% 0.209 4.7% 13% False False 2,661
120 8.407 4.007 4.400 98.1% 0.205 4.6% 11% False False 2,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 164 trading days
Fibonacci Retracements and Extensions
4.250 7.023
2.618 6.089
1.618 5.517
1.000 5.164
0.618 4.945
HIGH 4.592
0.618 4.373
0.500 4.306
0.382 4.239
LOW 4.020
0.618 3.667
1.000 3.448
1.618 3.095
2.618 2.523
4.250 1.589
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 4.426 4.424
PP 4.366 4.362
S1 4.306 4.300

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

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