NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 5.566 5.684 0.118 2.1% 5.320
High 5.730 5.728 -0.002 0.0% 5.632
Low 5.530 5.508 -0.022 -0.4% 5.230
Close 5.652 5.517 -0.135 -2.4% 5.552
Range 0.200 0.220 0.020 10.0% 0.402
ATR 0.157 0.161 0.005 2.9% 0.000
Volume 3,156 4,061 905 28.7% 12,648
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.244 6.101 5.638
R3 6.024 5.881 5.578
R2 5.804 5.804 5.557
R1 5.661 5.661 5.537 5.623
PP 5.584 5.584 5.584 5.565
S1 5.441 5.441 5.497 5.403
S2 5.364 5.364 5.477
S3 5.144 5.221 5.457
S4 4.924 5.001 5.396
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 5.730 5.456 0.274 5.0% 0.167 3.0% 22% False False 3,507
10 5.730 5.230 0.500 9.1% 0.158 2.9% 57% False False 2,832
20 6.025 5.230 0.795 14.4% 0.136 2.5% 36% False False 2,411
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 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.663
2.618 6.304
1.618 6.084
1.000 5.948
0.618 5.864
HIGH 5.728
0.618 5.644
0.500 5.618
0.382 5.592
LOW 5.508
0.618 5.372
1.000 5.288
1.618 5.152
2.618 4.932
4.250 4.573
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 5.618 5.619
PP 5.584 5.585
S1 5.551 5.551

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

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