NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 5.571 5.570 -0.001 0.0% 5.320
High 5.609 5.636 0.027 0.5% 5.632
Low 5.466 5.542 0.076 1.4% 5.230
Close 5.581 5.607 0.026 0.5% 5.552
Range 0.143 0.094 -0.049 -34.3% 0.402
ATR 0.158 0.154 -0.005 -2.9% 0.000
Volume 4,576 1,696 -2,880 -62.9% 12,648
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.877 5.836 5.659
R3 5.783 5.742 5.633
R2 5.689 5.689 5.624
R1 5.648 5.648 5.616 5.669
PP 5.595 5.595 5.595 5.605
S1 5.554 5.554 5.598 5.575
S2 5.501 5.501 5.590
S3 5.407 5.460 5.581
S4 5.313 5.366 5.555
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 5.636 5.263 0.373 6.7% 0.176 3.1% 92% True False 3,199
10 5.636 5.230 0.406 7.2% 0.133 2.4% 93% True False 2,633
20 6.025 5.230 0.795 14.2% 0.123 2.2% 47% False False 2,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.036
2.618 5.882
1.618 5.788
1.000 5.730
0.618 5.694
HIGH 5.636
0.618 5.600
0.500 5.589
0.382 5.578
LOW 5.542
0.618 5.484
1.000 5.448
1.618 5.390
2.618 5.296
4.250 5.143
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 5.601 5.587
PP 5.595 5.566
S1 5.589 5.546

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

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