NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 5.290 5.495 0.205 3.9% 5.320
High 5.571 5.632 0.061 1.1% 5.632
Low 5.290 5.456 0.166 3.1% 5.230
Close 5.559 5.552 -0.007 -0.1% 5.552
Range 0.281 0.176 -0.105 -37.4% 0.402
ATR 0.158 0.159 0.001 0.8% 0.000
Volume 3,067 4,048 981 32.0% 12,648
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.075 5.989 5.649
R3 5.899 5.813 5.600
R2 5.723 5.723 5.584
R1 5.637 5.637 5.568 5.680
PP 5.547 5.547 5.547 5.568
S1 5.461 5.461 5.536 5.504
S2 5.371 5.371 5.520
S3 5.195 5.285 5.504
S4 5.019 5.109 5.455
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.677 6.517 5.773
R3 6.275 6.115 5.663
R2 5.873 5.873 5.626
R1 5.713 5.713 5.589 5.793
PP 5.471 5.471 5.471 5.512
S1 5.311 5.311 5.515 5.391
S2 5.069 5.069 5.478
S3 4.667 4.909 5.441
S4 4.265 4.507 5.331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.632 5.230 0.402 7.2% 0.172 3.1% 80% True False 2,529
10 5.670 5.230 0.440 7.9% 0.138 2.5% 73% False False 2,538
20 6.039 5.230 0.809 14.6% 0.126 2.3% 40% False False 2,038
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.380
2.618 6.093
1.618 5.917
1.000 5.808
0.618 5.741
HIGH 5.632
0.618 5.565
0.500 5.544
0.382 5.523
LOW 5.456
0.618 5.347
1.000 5.280
1.618 5.171
2.618 4.995
4.250 4.708
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 5.549 5.517
PP 5.547 5.482
S1 5.544 5.448

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

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