NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 4.295 4.015 -0.280 -6.5% 4.593
High 4.295 4.069 -0.226 -5.3% 4.721
Low 4.011 3.970 -0.041 -1.0% 4.011
Close 4.020 4.020 0.000 0.0% 4.020
Range 0.284 0.099 -0.185 -65.1% 0.710
ATR 0.220 0.211 -0.009 -3.9% 0.000
Volume 8,039 7,836 -203 -2.5% 28,827
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.317 4.267 4.074
R3 4.218 4.168 4.047
R2 4.119 4.119 4.038
R1 4.069 4.069 4.029 4.094
PP 4.020 4.020 4.020 4.032
S1 3.970 3.970 4.011 3.995
S2 3.921 3.921 4.002
S3 3.822 3.871 3.993
S4 3.723 3.772 3.966
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.381 5.910 4.411
R3 5.671 5.200 4.215
R2 4.961 4.961 4.150
R1 4.490 4.490 4.085 4.371
PP 4.251 4.251 4.251 4.191
S1 3.780 3.780 3.955 3.661
S2 3.541 3.541 3.890
S3 2.831 3.070 3.825
S4 2.121 2.360 3.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.721 3.970 0.751 18.7% 0.227 5.6% 7% False True 6,090
10 4.721 3.970 0.751 18.7% 0.227 5.6% 7% False True 5,271
20 4.721 3.970 0.751 18.7% 0.197 4.9% 7% False True 6,219
40 5.280 3.970 1.310 32.6% 0.202 5.0% 4% False True 5,414
60 6.521 3.970 2.551 63.5% 0.207 5.2% 2% False True 4,204
80 6.750 3.970 2.780 69.2% 0.201 5.0% 2% False True 3,504
100 7.708 3.970 3.738 93.0% 0.208 5.2% 1% False True 3,022
120 7.722 3.970 3.752 93.3% 0.204 5.1% 1% False True 2,683
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.490
2.618 4.328
1.618 4.229
1.000 4.168
0.618 4.130
HIGH 4.069
0.618 4.031
0.500 4.020
0.382 4.008
LOW 3.970
0.618 3.909
1.000 3.871
1.618 3.810
2.618 3.711
4.250 3.549
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 4.020 4.345
PP 4.020 4.237
S1 4.020 4.128

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

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