NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 5.900 5.826 -0.074 -1.3% 6.039
High 5.900 5.873 -0.027 -0.5% 6.039
Low 5.800 5.792 -0.008 -0.1% 5.777
Close 5.810 5.820 0.010 0.2% 6.019
Range 0.100 0.081 -0.019 -19.0% 0.262
ATR 0.165 0.159 -0.006 -3.6% 0.000
Volume 765 1,074 309 40.4% 7,446
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.071 6.027 5.865
R3 5.990 5.946 5.842
R2 5.909 5.909 5.835
R1 5.865 5.865 5.827 5.847
PP 5.828 5.828 5.828 5.819
S1 5.784 5.784 5.813 5.766
S2 5.747 5.747 5.805
S3 5.666 5.703 5.798
S4 5.585 5.622 5.775
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 5.792 0.233 4.0% 0.098 1.7% 12% False True 1,297
10 6.329 5.777 0.552 9.5% 0.123 2.1% 8% False False 1,393
20 6.410 5.777 0.633 10.9% 0.155 2.7% 7% False False 1,932
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.217
2.618 6.085
1.618 6.004
1.000 5.954
0.618 5.923
HIGH 5.873
0.618 5.842
0.500 5.833
0.382 5.823
LOW 5.792
0.618 5.742
1.000 5.711
1.618 5.661
2.618 5.580
4.250 5.448
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 5.833 5.877
PP 5.828 5.858
S1 5.824 5.839

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

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