NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 5.644 5.500 -0.144 -2.6% 5.709
High 5.644 5.540 -0.104 -1.8% 5.751
Low 5.567 5.457 -0.110 -2.0% 5.567
Close 5.581 5.491 -0.090 -1.6% 5.581
Range 0.077 0.083 0.006 7.8% 0.184
ATR 0.151 0.149 -0.002 -1.3% 0.000
Volume 3,819 2,315 -1,504 -39.4% 10,716
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.745 5.701 5.537
R3 5.662 5.618 5.514
R2 5.579 5.579 5.506
R1 5.535 5.535 5.499 5.516
PP 5.496 5.496 5.496 5.486
S1 5.452 5.452 5.483 5.433
S2 5.413 5.413 5.476
S3 5.330 5.369 5.468
S4 5.247 5.286 5.445
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.185 6.067 5.682
R3 6.001 5.883 5.632
R2 5.817 5.817 5.615
R1 5.699 5.699 5.598 5.666
PP 5.633 5.633 5.633 5.617
S1 5.515 5.515 5.564 5.482
S2 5.449 5.449 5.547
S3 5.265 5.331 5.530
S4 5.081 5.147 5.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.732 5.457 0.275 5.0% 0.101 1.8% 12% False True 2,365
10 5.979 5.457 0.522 9.5% 0.120 2.2% 7% False True 2,996
20 6.106 5.372 0.734 13.4% 0.144 2.6% 16% False False 2,862
40 6.106 5.230 0.876 16.0% 0.134 2.4% 30% False False 2,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.893
2.618 5.757
1.618 5.674
1.000 5.623
0.618 5.591
HIGH 5.540
0.618 5.508
0.500 5.499
0.382 5.489
LOW 5.457
0.618 5.406
1.000 5.374
1.618 5.323
2.618 5.240
4.250 5.104
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 5.499 5.582
PP 5.496 5.551
S1 5.494 5.521

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

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