NYMEX Natural Gas Future November 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 4.973 4.930 -0.043 -0.9% 5.326
High 5.022 4.960 -0.062 -1.2% 5.390
Low 4.911 4.869 -0.042 -0.9% 4.995
Close 4.933 4.875 -0.058 -1.2% 5.025
Range 0.111 0.091 -0.020 -18.0% 0.395
ATR 0.162 0.157 -0.005 -3.1% 0.000
Volume 673 1,699 1,026 152.5% 4,446
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.174 5.116 4.925
R3 5.083 5.025 4.900
R2 4.992 4.992 4.892
R1 4.934 4.934 4.883 4.918
PP 4.901 4.901 4.901 4.893
S1 4.843 4.843 4.867 4.827
S2 4.810 4.810 4.858
S3 4.719 4.752 4.850
S4 4.628 4.661 4.825
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.322 6.068 5.242
R3 5.927 5.673 5.134
R2 5.532 5.532 5.097
R1 5.278 5.278 5.061 5.208
PP 5.137 5.137 5.137 5.101
S1 4.883 4.883 4.989 4.813
S2 4.742 4.742 4.953
S3 4.347 4.488 4.916
S4 3.952 4.093 4.808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.360 4.869 0.491 10.1% 0.137 2.8% 1% False True 1,029
10 5.390 4.869 0.521 10.7% 0.145 3.0% 1% False True 888
20 5.880 4.869 1.011 20.7% 0.148 3.0% 1% False True 939
40 6.501 4.869 1.632 33.5% 0.158 3.2% 0% False True 956
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.040
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.347
2.618 5.198
1.618 5.107
1.000 5.051
0.618 5.016
HIGH 4.960
0.618 4.925
0.500 4.915
0.382 4.904
LOW 4.869
0.618 4.813
1.000 4.778
1.618 4.722
2.618 4.631
4.250 4.482
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 4.915 4.946
PP 4.901 4.922
S1 4.888 4.899

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

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