NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 4.553 4.700 0.147 3.2% 4.594
High 4.749 4.761 0.012 0.3% 4.749
Low 4.412 4.530 0.118 2.7% 4.412
Close 4.665 4.616 -0.049 -1.1% 4.665
Range 0.337 0.231 -0.106 -31.5% 0.337
ATR 0.195 0.198 0.003 1.3% 0.000
Volume 1,618 2,484 866 53.5% 6,692
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.329 5.203 4.743
R3 5.098 4.972 4.680
R2 4.867 4.867 4.658
R1 4.741 4.741 4.637 4.689
PP 4.636 4.636 4.636 4.609
S1 4.510 4.510 4.595 4.458
S2 4.405 4.405 4.574
S3 4.174 4.279 4.552
S4 3.943 4.048 4.489
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.620 5.479 4.850
R3 5.283 5.142 4.758
R2 4.946 4.946 4.727
R1 4.805 4.805 4.696 4.876
PP 4.609 4.609 4.609 4.644
S1 4.468 4.468 4.634 4.539
S2 4.272 4.272 4.603
S3 3.935 4.131 4.572
S4 3.598 3.794 4.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.761 4.412 0.349 7.6% 0.202 4.4% 58% True False 1,609
10 4.856 4.412 0.444 9.6% 0.165 3.6% 46% False False 1,382
20 5.392 4.412 0.980 21.2% 0.186 4.0% 21% False False 1,334
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.743
2.618 5.366
1.618 5.135
1.000 4.992
0.618 4.904
HIGH 4.761
0.618 4.673
0.500 4.646
0.382 4.618
LOW 4.530
0.618 4.387
1.000 4.299
1.618 4.156
2.618 3.925
4.250 3.548
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 4.646 4.606
PP 4.636 4.596
S1 4.626 4.587

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

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