NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 5.435 5.030 -0.405 -7.5% 5.341
High 5.435 5.055 -0.380 -7.0% 5.485
Low 5.054 4.862 -0.192 -3.8% 4.862
Close 5.112 4.869 -0.243 -4.8% 4.869
Range 0.381 0.193 -0.188 -49.3% 0.623
ATR 0.175 0.180 0.005 3.1% 0.000
Volume 2,508 2,030 -478 -19.1% 7,170
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.508 5.381 4.975
R3 5.315 5.188 4.922
R2 5.122 5.122 4.904
R1 4.995 4.995 4.887 4.962
PP 4.929 4.929 4.929 4.912
S1 4.802 4.802 4.851 4.769
S2 4.736 4.736 4.834
S3 4.543 4.609 4.816
S4 4.350 4.416 4.763
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.941 6.528 5.212
R3 6.318 5.905 5.040
R2 5.695 5.695 4.983
R1 5.282 5.282 4.926 5.177
PP 5.072 5.072 5.072 5.020
S1 4.659 4.659 4.812 4.554
S2 4.449 4.449 4.755
S3 3.826 4.036 4.698
S4 3.203 3.413 4.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.485 4.862 0.623 12.8% 0.187 3.8% 1% False True 1,434
10 5.485 4.790 0.695 14.3% 0.181 3.7% 11% False False 1,335
20 5.485 4.790 0.695 14.3% 0.160 3.3% 11% False False 1,136
40 5.975 4.790 1.185 24.3% 0.163 3.3% 7% False False 1,090
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.875
2.618 5.560
1.618 5.367
1.000 5.248
0.618 5.174
HIGH 5.055
0.618 4.981
0.500 4.959
0.382 4.936
LOW 4.862
0.618 4.743
1.000 4.669
1.618 4.550
2.618 4.357
4.250 4.042
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 4.959 5.161
PP 4.929 5.064
S1 4.899 4.966

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

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