NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 6.220 6.039 -0.181 -2.9% 6.126
High 6.229 6.039 -0.190 -3.1% 6.410
Low 6.055 5.875 -0.180 -3.0% 6.055
Close 6.069 5.928 -0.141 -2.3% 6.069
Range 0.174 0.164 -0.010 -5.7% 0.355
ATR 0.000 0.191 0.191 0.000
Volume 1,880 1,108 -772 -41.1% 10,809
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.439 6.348 6.018
R3 6.275 6.184 5.973
R2 6.111 6.111 5.958
R1 6.020 6.020 5.943 5.984
PP 5.947 5.947 5.947 5.929
S1 5.856 5.856 5.913 5.820
S2 5.783 5.783 5.898
S3 5.619 5.692 5.883
S4 5.455 5.528 5.838
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.243 7.011 6.264
R3 6.888 6.656 6.167
R2 6.533 6.533 6.134
R1 6.301 6.301 6.102 6.240
PP 6.178 6.178 6.178 6.147
S1 5.946 5.946 6.036 5.885
S2 5.823 5.823 6.004
S3 5.468 5.591 5.971
S4 5.113 5.236 5.874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.410 5.875 0.535 9.0% 0.184 3.1% 10% False True 2,013
10 6.410 5.875 0.535 9.0% 0.177 3.0% 10% False True 1,918
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.736
2.618 6.468
1.618 6.304
1.000 6.203
0.618 6.140
HIGH 6.039
0.618 5.976
0.500 5.957
0.382 5.938
LOW 5.875
0.618 5.774
1.000 5.711
1.618 5.610
2.618 5.446
4.250 5.178
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 5.957 6.102
PP 5.947 6.044
S1 5.938 5.986

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

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