NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 5.430 5.290 -0.140 -2.6% 5.670
High 5.451 5.571 0.120 2.2% 5.670
Low 5.263 5.290 0.027 0.5% 5.335
Close 5.290 5.559 0.269 5.1% 5.366
Range 0.188 0.281 0.093 49.5% 0.335
ATR 0.149 0.158 0.009 6.4% 0.000
Volume 2,609 3,067 458 17.6% 12,735
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.316 6.219 5.714
R3 6.035 5.938 5.636
R2 5.754 5.754 5.611
R1 5.657 5.657 5.585 5.706
PP 5.473 5.473 5.473 5.498
S1 5.376 5.376 5.533 5.425
S2 5.192 5.192 5.507
S3 4.911 5.095 5.482
S4 4.630 4.814 5.404
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 5.571 5.230 0.341 6.1% 0.150 2.7% 96% True False 2,158
10 5.820 5.230 0.590 10.6% 0.134 2.4% 56% False False 2,374
20 6.229 5.230 0.999 18.0% 0.126 2.3% 33% False False 1,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 6.765
2.618 6.307
1.618 6.026
1.000 5.852
0.618 5.745
HIGH 5.571
0.618 5.464
0.500 5.431
0.382 5.397
LOW 5.290
0.618 5.116
1.000 5.009
1.618 4.835
2.618 4.554
4.250 4.096
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 5.516 5.512
PP 5.473 5.464
S1 5.431 5.417

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

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