NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 5.766 5.766 0.000 0.0% 5.955
High 5.820 5.820 0.000 0.0% 5.962
Low 5.680 5.680 0.000 0.0% 5.680
Close 5.687 5.687 0.000 0.0% 5.687
Range 0.140 0.140 0.000 0.0% 0.282
ATR 0.158 0.157 -0.001 -0.8% 0.000
Volume 2,406 2,406 0 0.0% 7,932
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.149 6.058 5.764
R3 6.009 5.918 5.726
R2 5.869 5.869 5.713
R1 5.778 5.778 5.700 5.754
PP 5.729 5.729 5.729 5.717
S1 5.638 5.638 5.674 5.614
S2 5.589 5.589 5.661
S3 5.449 5.498 5.649
S4 5.309 5.358 5.610
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.622 6.437 5.842
R3 6.340 6.155 5.765
R2 6.058 6.058 5.739
R1 5.873 5.873 5.713 5.825
PP 5.776 5.776 5.776 5.752
S1 5.591 5.591 5.661 5.543
S2 5.494 5.494 5.635
S3 5.212 5.309 5.609
S4 4.930 5.027 5.532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.962 5.680 0.282 5.0% 0.103 1.8% 2% False True 1,586
10 6.039 5.680 0.359 6.3% 0.114 2.0% 2% False True 1,537
20 6.410 5.680 0.730 12.8% 0.142 2.5% 1% False True 1,788
Crabel Price Patterns
NR False
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 0.018
Fibonacci Retracements and Extensions
4.250 6.415
2.618 6.187
1.618 6.047
1.000 5.960
0.618 5.907
HIGH 5.820
0.618 5.767
0.500 5.750
0.382 5.733
LOW 5.680
0.618 5.593
1.000 5.540
1.618 5.453
2.618 5.313
4.250 5.085
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 5.750 5.777
PP 5.729 5.747
S1 5.708 5.717

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

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