NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 5.700 5.820 0.120 2.1% 5.800
High 5.910 5.950 0.040 0.7% 5.910
Low 5.624 5.723 0.099 1.8% 5.624
Close 5.845 5.788 -0.057 -1.0% 5.845
Range 0.286 0.227 -0.059 -20.6% 0.286
ATR 0.167 0.172 0.004 2.5% 0.000
Volume 1,022 1,564 542 53.0% 7,559
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.501 6.372 5.913
R3 6.274 6.145 5.850
R2 6.047 6.047 5.830
R1 5.918 5.918 5.809 5.869
PP 5.820 5.820 5.820 5.796
S1 5.691 5.691 5.767 5.642
S2 5.593 5.593 5.746
S3 5.366 5.464 5.726
S4 5.139 5.237 5.663
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.534 6.002
R3 6.365 6.248 5.924
R2 6.079 6.079 5.897
R1 5.962 5.962 5.871 6.021
PP 5.793 5.793 5.793 5.822
S1 5.676 5.676 5.819 5.735
S2 5.507 5.507 5.793
S3 5.221 5.390 5.766
S4 4.935 5.104 5.688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.950 5.624 0.326 5.6% 0.174 3.0% 50% True False 1,603
10 6.091 5.624 0.467 8.1% 0.151 2.6% 35% False False 1,652
20 6.550 5.624 0.926 16.0% 0.153 2.6% 18% False False 1,727
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.915
2.618 6.544
1.618 6.317
1.000 6.177
0.618 6.090
HIGH 5.950
0.618 5.863
0.500 5.837
0.382 5.810
LOW 5.723
0.618 5.583
1.000 5.496
1.618 5.356
2.618 5.129
4.250 4.758
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 5.837 5.788
PP 5.820 5.787
S1 5.804 5.787

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

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