NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 5.890 5.650 -0.240 -4.1% 5.820
High 5.903 5.650 -0.253 -4.3% 5.950
Low 5.625 5.516 -0.109 -1.9% 5.516
Close 5.652 5.545 -0.107 -1.9% 5.545
Range 0.278 0.134 -0.144 -51.8% 0.434
ATR 0.175 0.172 -0.003 -1.6% 0.000
Volume 4,626 2,368 -2,258 -48.8% 10,751
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.972 5.893 5.619
R3 5.838 5.759 5.582
R2 5.704 5.704 5.570
R1 5.625 5.625 5.557 5.598
PP 5.570 5.570 5.570 5.557
S1 5.491 5.491 5.533 5.464
S2 5.436 5.436 5.520
S3 5.302 5.357 5.508
S4 5.168 5.223 5.471
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.972 6.693 5.784
R3 6.538 6.259 5.664
R2 6.104 6.104 5.625
R1 5.825 5.825 5.585 5.748
PP 5.670 5.670 5.670 5.632
S1 5.391 5.391 5.505 5.314
S2 5.236 5.236 5.465
S3 4.802 4.957 5.426
S4 4.368 4.523 5.306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.950 5.516 0.434 7.8% 0.184 3.3% 7% False True 2,150
10 5.950 5.516 0.434 7.8% 0.168 3.0% 7% False True 1,831
20 6.550 5.516 1.034 18.6% 0.161 2.9% 3% False True 1,795
40 7.450 5.516 1.934 34.9% 0.166 3.0% 1% False True 1,515
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.220
2.618 6.001
1.618 5.867
1.000 5.784
0.618 5.733
HIGH 5.650
0.618 5.599
0.500 5.583
0.382 5.567
LOW 5.516
0.618 5.433
1.000 5.382
1.618 5.299
2.618 5.165
4.250 4.947
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 5.583 5.710
PP 5.570 5.655
S1 5.558 5.600

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

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