NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 5.766 5.670 -0.096 -1.7% 5.955
High 5.820 5.670 -0.150 -2.6% 5.962
Low 5.680 5.500 -0.180 -3.2% 5.680
Close 5.687 5.607 -0.080 -1.4% 5.687
Range 0.140 0.170 0.030 21.4% 0.282
ATR 0.157 0.159 0.002 1.4% 0.000
Volume 2,406 1,882 -524 -21.8% 7,932
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.102 6.025 5.701
R3 5.932 5.855 5.654
R2 5.762 5.762 5.638
R1 5.685 5.685 5.623 5.639
PP 5.592 5.592 5.592 5.569
S1 5.515 5.515 5.591 5.469
S2 5.422 5.422 5.576
S3 5.252 5.345 5.560
S4 5.082 5.175 5.514
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 5.900 5.500 0.400 7.1% 0.126 2.3% 27% False True 1,706
10 6.025 5.500 0.525 9.4% 0.115 2.0% 20% False True 1,615
20 6.410 5.500 0.910 16.2% 0.146 2.6% 12% False True 1,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.393
2.618 6.115
1.618 5.945
1.000 5.840
0.618 5.775
HIGH 5.670
0.618 5.605
0.500 5.585
0.382 5.565
LOW 5.500
0.618 5.395
1.000 5.330
1.618 5.225
2.618 5.055
4.250 4.778
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 5.600 5.660
PP 5.592 5.642
S1 5.585 5.625

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

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