NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 5.570 5.479 -0.091 -1.6% 5.955
High 5.578 5.479 -0.099 -1.8% 5.962
Low 5.466 5.407 -0.059 -1.1% 5.680
Close 5.504 5.420 -0.084 -1.5% 5.687
Range 0.112 0.072 -0.040 -35.7% 0.282
ATR 0.158 0.153 -0.004 -2.7% 0.000
Volume 3,437 3,275 -162 -4.7% 7,932
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.651 5.608 5.460
R3 5.579 5.536 5.440
R2 5.507 5.507 5.433
R1 5.464 5.464 5.427 5.450
PP 5.435 5.435 5.435 5.428
S1 5.392 5.392 5.413 5.378
S2 5.363 5.363 5.407
S3 5.291 5.320 5.400
S4 5.219 5.248 5.380
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 5.820 5.407 0.413 7.6% 0.127 2.3% 3% False True 2,681
10 6.025 5.407 0.618 11.4% 0.112 2.1% 2% False True 1,989
20 6.410 5.407 1.003 18.5% 0.141 2.6% 1% False True 1,952
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.785
2.618 5.667
1.618 5.595
1.000 5.551
0.618 5.523
HIGH 5.479
0.618 5.451
0.500 5.443
0.382 5.435
LOW 5.407
0.618 5.363
1.000 5.335
1.618 5.291
2.618 5.219
4.250 5.101
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 5.443 5.539
PP 5.435 5.499
S1 5.428 5.460

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

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