NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 5.510 5.410 -0.100 -1.8% 5.709
High 5.510 5.445 -0.065 -1.2% 5.751
Low 5.406 5.380 -0.026 -0.5% 5.567
Close 5.411 5.416 0.005 0.1% 5.581
Range 0.104 0.065 -0.039 -37.5% 0.184
ATR 0.146 0.140 -0.006 -4.0% 0.000
Volume 3,055 2,655 -400 -13.1% 10,716
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.609 5.577 5.452
R3 5.544 5.512 5.434
R2 5.479 5.479 5.428
R1 5.447 5.447 5.422 5.463
PP 5.414 5.414 5.414 5.422
S1 5.382 5.382 5.410 5.398
S2 5.349 5.349 5.404
S3 5.284 5.317 5.398
S4 5.219 5.252 5.380
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 5.380 0.326 6.0% 0.090 1.7% 11% False True 2,727
10 5.948 5.380 0.568 10.5% 0.114 2.1% 6% False True 2,671
20 6.106 5.372 0.734 13.6% 0.137 2.5% 6% False False 2,905
40 6.106 5.230 0.876 16.2% 0.133 2.5% 21% False False 2,605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 5.721
2.618 5.615
1.618 5.550
1.000 5.510
0.618 5.485
HIGH 5.445
0.618 5.420
0.500 5.413
0.382 5.405
LOW 5.380
0.618 5.340
1.000 5.315
1.618 5.275
2.618 5.210
4.250 5.104
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 5.415 5.460
PP 5.414 5.445
S1 5.413 5.431

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

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