NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 5.529 5.567 0.038 0.7% 5.571
High 5.653 5.639 -0.014 -0.2% 5.730
Low 5.517 5.566 0.049 0.9% 5.466
Close 5.653 5.616 -0.037 -0.7% 5.653
Range 0.136 0.073 -0.063 -46.3% 0.264
ATR 0.160 0.154 -0.005 -3.3% 0.000
Volume 4,940 1,674 -3,266 -66.1% 18,429
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.826 5.794 5.656
R3 5.753 5.721 5.636
R2 5.680 5.680 5.629
R1 5.648 5.648 5.623 5.664
PP 5.607 5.607 5.607 5.615
S1 5.575 5.575 5.609 5.591
S2 5.534 5.534 5.603
S3 5.461 5.502 5.596
S4 5.388 5.429 5.576
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.408 6.295 5.798
R3 6.144 6.031 5.726
R2 5.880 5.880 5.701
R1 5.767 5.767 5.677 5.824
PP 5.616 5.616 5.616 5.645
S1 5.503 5.503 5.629 5.560
S2 5.352 5.352 5.605
S3 5.088 5.239 5.580
S4 4.824 4.975 5.508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.730 5.508 0.222 4.0% 0.145 2.6% 49% False False 3,105
10 5.730 5.263 0.467 8.3% 0.164 2.9% 76% False False 3,120
20 5.900 5.230 0.670 11.9% 0.135 2.4% 58% False False 2,606
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.022
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.949
2.618 5.830
1.618 5.757
1.000 5.712
0.618 5.684
HIGH 5.639
0.618 5.611
0.500 5.603
0.382 5.594
LOW 5.566
0.618 5.521
1.000 5.493
1.618 5.448
2.618 5.375
4.250 5.256
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 5.612 5.618
PP 5.607 5.617
S1 5.603 5.617

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

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