NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 5.479 5.460 -0.019 -0.3% 5.955
High 5.479 5.496 0.017 0.3% 5.962
Low 5.407 5.395 -0.012 -0.2% 5.680
Close 5.420 5.424 0.004 0.1% 5.687
Range 0.072 0.101 0.029 40.3% 0.282
ATR 0.153 0.150 -0.004 -2.4% 0.000
Volume 3,275 1,950 -1,325 -40.5% 7,932
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.741 5.684 5.480
R3 5.640 5.583 5.452
R2 5.539 5.539 5.443
R1 5.482 5.482 5.433 5.460
PP 5.438 5.438 5.438 5.428
S1 5.381 5.381 5.415 5.359
S2 5.337 5.337 5.405
S3 5.236 5.280 5.396
S4 5.135 5.179 5.368
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 5.395 0.425 7.8% 0.119 2.2% 7% False True 2,590
10 6.025 5.395 0.630 11.6% 0.114 2.1% 5% False True 1,989
20 6.410 5.395 1.015 18.7% 0.134 2.5% 3% False True 1,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.925
2.618 5.760
1.618 5.659
1.000 5.597
0.618 5.558
HIGH 5.496
0.618 5.457
0.500 5.446
0.382 5.434
LOW 5.395
0.618 5.333
1.000 5.294
1.618 5.232
2.618 5.131
4.250 4.966
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 5.446 5.487
PP 5.438 5.466
S1 5.431 5.445

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

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