NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	5.468	5.436	-0.032	-0.6%	5.500
High	5.468	5.436	-0.032	-0.6%	5.540
Low	5.363	5.333	-0.030	-0.6%	5.333
Close	5.369	5.360	-0.009	-0.2%	5.360
Range	0.105	0.103	-0.002	-1.9%	0.207
ATR	0.137	0.135	-0.002	-1.8%	0.000
Volume	1,649	3,419	1,770	107.3%	13,093

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.685	5.626	5.417
R3	5.582	5.523	5.388
R2	5.479	5.479	5.379
R1	5.420	5.420	5.369	5.398
PP	5.376	5.376	5.376	5.366
S1	5.317	5.317	5.351	5.295
S2	5.273	5.273	5.341
S3	5.170	5.214	5.332
S4	5.067	5.111	5.303

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.032	5.903	5.474
R3	5.825	5.696	5.417
R2	5.618	5.618	5.398
R1	5.489	5.489	5.379	5.450
PP	5.411	5.411	5.411	5.392
S1	5.282	5.282	5.341	5.243
S2	5.204	5.204	5.322
S3	4.997	5.075	5.303
S4	4.790	4.868	5.246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.540	5.333	0.207	3.9%	0.092	1.7%	13%	False	True	2,618
10	5.751	5.333	0.418	7.8%	0.097	1.8%	6%	False	True	2,380
20	6.106	5.333	0.773	14.4%	0.130	2.4%	3%	False	True	2,708
40	6.106	5.230	0.876	16.3%	0.132	2.5%	15%	False	False	2,647

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.874
2.618	5.706
1.618	5.603
1.000	5.539
0.618	5.500
HIGH	5.436
0.618	5.397
0.500	5.385
0.382	5.372
LOW	5.333
0.618	5.269
1.000	5.230
1.618	5.166
2.618	5.063
4.250	4.895

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	5.385	5.401
PP	5.376	5.387
S1	5.368	5.374

Download as Excel Spreadsheet

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

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