NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 5.670 5.570 -0.100 -1.8% 5.955
High 5.670 5.578 -0.092 -1.6% 5.962
Low 5.500 5.466 -0.034 -0.6% 5.680
Close 5.607 5.504 -0.103 -1.8% 5.687
Range 0.170 0.112 -0.058 -34.1% 0.282
ATR 0.159 0.158 -0.001 -0.8% 0.000
Volume 1,882 3,437 1,555 82.6% 7,932
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.852 5.790 5.566
R3 5.740 5.678 5.535
R2 5.628 5.628 5.525
R1 5.566 5.566 5.514 5.541
PP 5.516 5.516 5.516 5.504
S1 5.454 5.454 5.494 5.429
S2 5.404 5.404 5.483
S3 5.292 5.342 5.473
S4 5.180 5.230 5.442
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 5.873 5.466 0.407 7.4% 0.129 2.3% 9% False True 2,241
10 6.025 5.466 0.559 10.2% 0.114 2.1% 7% False True 1,817
20 6.410 5.466 0.944 17.2% 0.144 2.6% 4% False True 1,860
Crabel Price Patterns
NR True
NR4 True
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 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.054
2.618 5.871
1.618 5.759
1.000 5.690
0.618 5.647
HIGH 5.578
0.618 5.535
0.500 5.522
0.382 5.509
LOW 5.466
0.618 5.397
1.000 5.354
1.618 5.285
2.618 5.173
4.250 4.990
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 5.522 5.643
PP 5.516 5.597
S1 5.510 5.550

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

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