NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	5.865	5.955	0.090	1.5%	6.039
High	6.025	5.962	-0.063	-1.0%	6.039
Low	5.860	5.907	0.047	0.8%	5.777
Close	6.019	5.926	-0.093	-1.5%	6.019
Range	0.165	0.055	-0.110	-66.7%	0.262
ATR	0.173	0.168	-0.004	-2.5%	0.000
Volume	1,420	1,281	-139	-9.8%	7,446

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.097	6.066	5.956
R3	6.042	6.011	5.941
R2	5.987	5.987	5.936
R1	5.956	5.956	5.931	5.944
PP	5.932	5.932	5.932	5.926
S1	5.901	5.901	5.921	5.889
S2	5.877	5.877	5.916
S3	5.822	5.846	5.911
S4	5.767	5.791	5.896

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.731	6.637	6.163
R3	6.469	6.375	6.091
R2	6.207	6.207	6.067
R1	6.113	6.113	6.043	6.029
PP	5.945	5.945	5.945	5.903
S1	5.851	5.851	5.995	5.767
S2	5.683	5.683	5.971
S3	5.421	5.589	5.947
S4	5.159	5.327	5.875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.025	5.777	0.248	4.2%	0.104	1.7%	60%	False	False	1,523
10	6.410	5.777	0.633	10.7%	0.144	2.4%	24%	False	False	1,768

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	6.196
2.618	6.106
1.618	6.051
1.000	6.017
0.618	5.996
HIGH	5.962
0.618	5.941
0.500	5.935
0.382	5.928
LOW	5.907
0.618	5.873
1.000	5.852
1.618	5.818
2.618	5.763
4.250	5.673

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	5.935	5.927
PP	5.932	5.927
S1	5.929	5.926

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols