NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 4.332 4.350 0.018 0.4% 4.700
High 4.411 4.360 -0.051 -1.2% 4.805
Low 4.299 4.261 -0.038 -0.9% 4.391
Close 4.318 4.265 -0.053 -1.2% 4.420
Range 0.112 0.099 -0.013 -11.6% 0.414
ATR 0.186 0.180 -0.006 -3.3% 0.000
Volume 1,219 1,980 761 62.4% 9,521
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.592 4.528 4.319
R3 4.493 4.429 4.292
R2 4.394 4.394 4.283
R1 4.330 4.330 4.274 4.313
PP 4.295 4.295 4.295 4.287
S1 4.231 4.231 4.256 4.214
S2 4.196 4.196 4.247
S3 4.097 4.132 4.238
S4 3.998 4.033 4.211
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.781 5.514 4.648
R3 5.367 5.100 4.534
R2 4.953 4.953 4.496
R1 4.686 4.686 4.458 4.613
PP 4.539 4.539 4.539 4.502
S1 4.272 4.272 4.382 4.199
S2 4.125 4.125 4.344
S3 3.711 3.858 4.306
S4 3.297 3.444 4.192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.805 4.261 0.544 12.8% 0.148 3.5% 1% False True 2,111
10 4.805 4.261 0.544 12.8% 0.171 4.0% 1% False True 1,861
20 5.210 4.261 0.949 22.3% 0.162 3.8% 0% False True 1,563
40 5.950 4.261 1.689 39.6% 0.179 4.2% 0% False True 1,312
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.781
2.618 4.619
1.618 4.520
1.000 4.459
0.618 4.421
HIGH 4.360
0.618 4.322
0.500 4.311
0.382 4.299
LOW 4.261
0.618 4.200
1.000 4.162
1.618 4.101
2.618 4.002
4.250 3.840
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 4.311 4.336
PP 4.295 4.312
S1 4.280 4.289

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

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