NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 5.495 5.571 0.076 1.4% 5.320
High 5.632 5.609 -0.023 -0.4% 5.632
Low 5.456 5.466 0.010 0.2% 5.230
Close 5.552 5.581 0.029 0.5% 5.552
Range 0.176 0.143 -0.033 -18.8% 0.402
ATR 0.159 0.158 -0.001 -0.7% 0.000
Volume 4,048 4,576 528 13.0% 12,648
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.981 5.924 5.660
R3 5.838 5.781 5.620
R2 5.695 5.695 5.607
R1 5.638 5.638 5.594 5.667
PP 5.552 5.552 5.552 5.566
S1 5.495 5.495 5.568 5.524
S2 5.409 5.409 5.555
S3 5.266 5.352 5.542
S4 5.123 5.209 5.502
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 5.263 0.369 6.6% 0.182 3.3% 86% False False 3,135
10 5.632 5.230 0.402 7.2% 0.135 2.4% 87% False False 2,807
20 6.025 5.230 0.795 14.2% 0.125 2.2% 44% False False 2,211
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.217
2.618 5.983
1.618 5.840
1.000 5.752
0.618 5.697
HIGH 5.609
0.618 5.554
0.500 5.538
0.382 5.521
LOW 5.466
0.618 5.378
1.000 5.323
1.618 5.235
2.618 5.092
4.250 4.858
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 5.567 5.541
PP 5.552 5.501
S1 5.538 5.461

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

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