NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 4.114 4.173 0.059 1.4% 4.710
High 4.170 4.186 0.016 0.4% 4.820
Low 4.074 4.030 -0.044 -1.1% 4.108
Close 4.116 4.161 0.045 1.1% 4.119
Range 0.096 0.156 0.060 62.5% 0.712
ATR 0.209 0.205 -0.004 -1.8% 0.000
Volume 3,370 1,250 -2,120 -62.9% 14,065
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.594 4.533 4.247
R3 4.438 4.377 4.204
R2 4.282 4.282 4.190
R1 4.221 4.221 4.175 4.174
PP 4.126 4.126 4.126 4.102
S1 4.065 4.065 4.147 4.018
S2 3.970 3.970 4.132
S3 3.814 3.909 4.118
S4 3.658 3.753 4.075
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.485 6.014 4.511
R3 5.773 5.302 4.315
R2 5.061 5.061 4.250
R1 4.590 4.590 4.184 4.470
PP 4.349 4.349 4.349 4.289
S1 3.878 3.878 4.054 3.758
S2 3.637 3.637 3.988
S3 2.925 3.166 3.923
S4 2.213 2.454 3.727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.820 4.030 0.790 19.0% 0.216 5.2% 17% False True 2,498
10 4.820 4.030 0.790 19.0% 0.228 5.5% 17% False True 2,556
20 4.820 4.030 0.790 19.0% 0.193 4.6% 17% False True 2,775
40 5.350 4.030 1.320 31.7% 0.192 4.6% 10% False True 2,237
60 6.619 4.030 2.589 62.2% 0.199 4.8% 5% False True 1,820
80 6.760 4.030 2.730 65.6% 0.195 4.7% 5% False True 1,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.849
2.618 4.594
1.618 4.438
1.000 4.342
0.618 4.282
HIGH 4.186
0.618 4.126
0.500 4.108
0.382 4.090
LOW 4.030
0.618 3.934
1.000 3.874
1.618 3.778
2.618 3.622
4.250 3.367
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 4.143 4.184
PP 4.126 4.176
S1 4.108 4.169

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

View Archives - Comment on this page... - Back to Index of Symbols