NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 5.400 5.320 -0.080 -1.5% 5.670
High 5.400 5.320 -0.080 -1.5% 5.670
Low 5.335 5.230 -0.105 -2.0% 5.335
Close 5.366 5.250 -0.116 -2.2% 5.366
Range 0.065 0.090 0.025 38.5% 0.335
ATR 0.145 0.145 -0.001 -0.5% 0.000
Volume 2,191 1,545 -646 -29.5% 12,735
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.537 5.483 5.300
R3 5.447 5.393 5.275
R2 5.357 5.357 5.267
R1 5.303 5.303 5.258 5.285
PP 5.267 5.267 5.267 5.258
S1 5.213 5.213 5.242 5.195
S2 5.177 5.177 5.234
S3 5.087 5.123 5.225
S4 4.997 5.033 5.201
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.462 6.249 5.550
R3 6.127 5.914 5.458
R2 5.792 5.792 5.427
R1 5.579 5.579 5.397 5.518
PP 5.457 5.457 5.457 5.427
S1 5.244 5.244 5.335 5.183
S2 5.122 5.122 5.305
S3 4.787 4.909 5.274
S4 4.452 4.574 5.182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.578 5.230 0.348 6.6% 0.088 1.7% 6% False True 2,479
10 5.900 5.230 0.670 12.8% 0.107 2.0% 3% False True 2,093
20 6.410 5.230 1.180 22.5% 0.126 2.4% 2% False True 1,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.703
2.618 5.556
1.618 5.466
1.000 5.410
0.618 5.376
HIGH 5.320
0.618 5.286
0.500 5.275
0.382 5.264
LOW 5.230
0.618 5.174
1.000 5.140
1.618 5.084
2.618 4.994
4.250 4.848
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 5.275 5.363
PP 5.267 5.325
S1 5.258 5.288

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

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