NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 4.862 4.936 0.074 1.5% 4.480
High 4.935 4.978 0.043 0.9% 4.892
Low 4.836 4.813 -0.023 -0.5% 4.274
Close 4.887 4.955 0.068 1.4% 4.810
Range 0.099 0.165 0.066 66.7% 0.618
ATR 0.199 0.196 -0.002 -1.2% 0.000
Volume 5,732 5,117 -615 -10.7% 36,884
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.410 5.348 5.046
R3 5.245 5.183 5.000
R2 5.080 5.080 4.985
R1 5.018 5.018 4.970 5.049
PP 4.915 4.915 4.915 4.931
S1 4.853 4.853 4.940 4.884
S2 4.750 4.750 4.925
S3 4.585 4.688 4.910
S4 4.420 4.523 4.864
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.513 6.279 5.150
R3 5.895 5.661 4.980
R2 5.277 5.277 4.923
R1 5.043 5.043 4.867 5.160
PP 4.659 4.659 4.659 4.717
S1 4.425 4.425 4.753 4.542
S2 4.041 4.041 4.697
S3 3.423 3.807 4.640
S4 2.805 3.189 4.470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.978 4.274 0.704 14.2% 0.238 4.8% 97% True False 7,047
10 4.978 4.274 0.704 14.2% 0.191 3.8% 97% True False 6,729
20 4.978 4.274 0.704 14.2% 0.189 3.8% 97% True False 6,715
40 5.499 4.274 1.225 24.7% 0.192 3.9% 56% False False 5,858
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.679
2.618 5.410
1.618 5.245
1.000 5.143
0.618 5.080
HIGH 4.978
0.618 4.915
0.500 4.896
0.382 4.876
LOW 4.813
0.618 4.711
1.000 4.648
1.618 4.546
2.618 4.381
4.250 4.112
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 4.935 4.916
PP 4.915 4.876
S1 4.896 4.837

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

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