NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 5.500 5.510 0.010 0.2% 5.709
High 5.540 5.510 -0.030 -0.5% 5.751
Low 5.457 5.406 -0.051 -0.9% 5.567
Close 5.491 5.411 -0.080 -1.5% 5.581
Range 0.083 0.104 0.021 25.3% 0.184
ATR 0.149 0.146 -0.003 -2.2% 0.000
Volume 2,315 3,055 740 32.0% 10,716
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.754 5.687 5.468
R3 5.650 5.583 5.440
R2 5.546 5.546 5.430
R1 5.479 5.479 5.421 5.461
PP 5.442 5.442 5.442 5.433
S1 5.375 5.375 5.401 5.357
S2 5.338 5.338 5.392
S3 5.234 5.271 5.382
S4 5.130 5.167 5.354
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 5.706 5.406 0.300 5.5% 0.097 1.8% 2% False True 2,645
10 5.979 5.406 0.573 10.6% 0.117 2.2% 1% False True 2,829
20 6.106 5.372 0.734 13.6% 0.144 2.7% 5% False False 2,930
40 6.106 5.230 0.876 16.2% 0.134 2.5% 21% False False 2,578
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 3 trading days
Fibonacci Retracements and Extensions
4.250 5.952
2.618 5.782
1.618 5.678
1.000 5.614
0.618 5.574
HIGH 5.510
0.618 5.470
0.500 5.458
0.382 5.446
LOW 5.406
0.618 5.342
1.000 5.302
1.618 5.238
2.618 5.134
4.250 4.964
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 5.458 5.525
PP 5.442 5.487
S1 5.427 5.449

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

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