NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 5.320 5.286 -0.034 -0.6% 5.670
High 5.320 5.410 0.090 1.7% 5.670
Low 5.230 5.286 0.056 1.1% 5.335
Close 5.250 5.382 0.132 2.5% 5.366
Range 0.090 0.124 0.034 37.8% 0.335
ATR 0.145 0.146 0.001 0.8% 0.000
Volume 1,545 1,379 -166 -10.7% 12,735
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.731 5.681 5.450
R3 5.607 5.557 5.416
R2 5.483 5.483 5.405
R1 5.433 5.433 5.393 5.458
PP 5.359 5.359 5.359 5.372
S1 5.309 5.309 5.371 5.334
S2 5.235 5.235 5.359
S3 5.111 5.185 5.348
S4 4.987 5.061 5.314
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 5.496 5.230 0.266 4.9% 0.090 1.7% 57% False False 2,068
10 5.873 5.230 0.643 11.9% 0.110 2.0% 24% False False 2,154
20 6.329 5.230 1.099 20.4% 0.119 2.2% 14% False False 1,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 5.937
2.618 5.735
1.618 5.611
1.000 5.534
0.618 5.487
HIGH 5.410
0.618 5.363
0.500 5.348
0.382 5.333
LOW 5.286
0.618 5.209
1.000 5.162
1.618 5.085
2.618 4.961
4.250 4.759
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 5.371 5.361
PP 5.359 5.341
S1 5.348 5.320

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

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