NYMEX Natural Gas Future September 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 4.769 4.838 0.069 1.4% 4.316
High 4.858 4.838 -0.020 -0.4% 4.860
Low 4.690 4.737 0.047 1.0% 4.160
Close 4.838 4.817 -0.021 -0.4% 4.696
Range 0.168 0.101 -0.067 -39.9% 0.700
ATR 0.200 0.193 -0.007 -3.5% 0.000
Volume 1,062 1,301 239 22.5% 8,378
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.100 5.060 4.873
R3 4.999 4.959 4.845
R2 4.898 4.898 4.836
R1 4.858 4.858 4.826 4.828
PP 4.797 4.797 4.797 4.782
S1 4.757 4.757 4.808 4.727
S2 4.696 4.696 4.798
S3 4.595 4.656 4.789
S4 4.494 4.555 4.761
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.672 6.384 5.081
R3 5.972 5.684 4.889
R2 5.272 5.272 4.824
R1 4.984 4.984 4.760 5.128
PP 4.572 4.572 4.572 4.644
S1 4.284 4.284 4.632 4.428
S2 3.872 3.872 4.568
S3 3.172 3.584 4.504
S4 2.472 2.884 4.311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.860 4.160 0.700 14.5% 0.252 5.2% 94% False False 1,702
10 4.860 4.160 0.700 14.5% 0.202 4.2% 94% False False 1,955
20 4.860 4.160 0.700 14.5% 0.187 3.9% 94% False False 1,908
40 5.392 4.160 1.232 25.6% 0.185 3.8% 53% False False 1,570
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.267
2.618 5.102
1.618 5.001
1.000 4.939
0.618 4.900
HIGH 4.838
0.618 4.799
0.500 4.788
0.382 4.776
LOW 4.737
0.618 4.675
1.000 4.636
1.618 4.574
2.618 4.473
4.250 4.308
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 4.807 4.803
PP 4.797 4.788
S1 4.788 4.774

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

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