NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 4.430 4.413 -0.017 -0.4% 4.499
High 4.443 4.429 -0.014 -0.3% 4.593
Low 4.350 4.274 -0.076 -1.7% 4.349
Close 4.397 4.286 -0.111 -2.5% 4.511
Range 0.093 0.155 0.062 66.7% 0.244
ATR 0.178 0.176 -0.002 -0.9% 0.000
Volume 7,949 4,587 -3,362 -42.3% 31,858
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.795 4.695 4.371
R3 4.640 4.540 4.329
R2 4.485 4.485 4.314
R1 4.385 4.385 4.300 4.358
PP 4.330 4.330 4.330 4.316
S1 4.230 4.230 4.272 4.203
S2 4.175 4.175 4.258
S3 4.020 4.075 4.243
S4 3.865 3.920 4.201
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.216 5.108 4.645
R3 4.972 4.864 4.578
R2 4.728 4.728 4.556
R1 4.620 4.620 4.533 4.674
PP 4.484 4.484 4.484 4.512
S1 4.376 4.376 4.489 4.430
S2 4.240 4.240 4.466
S3 3.996 4.132 4.444
S4 3.752 3.888 4.377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.593 4.274 0.319 7.4% 0.153 3.6% 4% False True 6,281
10 4.915 4.274 0.641 15.0% 0.157 3.7% 2% False True 6,818
20 4.915 4.274 0.641 15.0% 0.166 3.9% 2% False True 6,344
40 5.499 4.274 1.225 28.6% 0.184 4.3% 1% False True 5,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.088
2.618 4.835
1.618 4.680
1.000 4.584
0.618 4.525
HIGH 4.429
0.618 4.370
0.500 4.352
0.382 4.333
LOW 4.274
0.618 4.178
1.000 4.119
1.618 4.023
2.618 3.868
4.250 3.615
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 4.352 4.400
PP 4.330 4.362
S1 4.308 4.324

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

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