NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 4.675 4.666 -0.009 -0.2% 4.223
High 4.721 4.699 -0.022 -0.5% 4.655
Low 4.548 4.587 0.039 0.9% 4.007
Close 4.698 4.671 -0.027 -0.6% 4.562
Range 0.173 0.112 -0.061 -35.3% 0.648
ATR 0.200 0.194 -0.006 -3.1% 0.000
Volume 3,989 5,781 1,792 44.9% 19,389
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.988 4.942 4.733
R3 4.876 4.830 4.702
R2 4.764 4.764 4.692
R1 4.718 4.718 4.681 4.741
PP 4.652 4.652 4.652 4.664
S1 4.606 4.606 4.661 4.629
S2 4.540 4.540 4.650
S3 4.428 4.494 4.640
S4 4.316 4.382 4.609
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.352 6.105 4.918
R3 5.704 5.457 4.740
R2 5.056 5.056 4.681
R1 4.809 4.809 4.621 4.933
PP 4.408 4.408 4.408 4.470
S1 4.161 4.161 4.503 4.285
S2 3.760 3.760 4.443
S3 3.112 3.513 4.384
S4 2.464 2.865 4.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.721 4.020 0.701 15.0% 0.233 5.0% 93% False False 4,956
10 4.721 4.007 0.714 15.3% 0.194 4.2% 93% False False 5,646
20 4.721 4.007 0.714 15.3% 0.188 4.0% 93% False False 6,365
40 5.280 4.007 1.273 27.3% 0.197 4.2% 52% False False 5,087
60 6.521 4.007 2.514 53.8% 0.202 4.3% 26% False False 3,914
80 6.892 4.007 2.885 61.8% 0.198 4.2% 23% False False 3,277
100 7.708 4.007 3.701 79.2% 0.208 4.5% 18% False False 2,843
120 8.300 4.007 4.293 91.9% 0.203 4.3% 15% False False 2,531
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.175
2.618 4.992
1.618 4.880
1.000 4.811
0.618 4.768
HIGH 4.699
0.618 4.656
0.500 4.643
0.382 4.630
LOW 4.587
0.618 4.518
1.000 4.475
1.618 4.406
2.618 4.294
4.250 4.111
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 4.662 4.659
PP 4.652 4.647
S1 4.643 4.635

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

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