NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 5.250 5.190 -0.060 -1.1% 5.359
High 5.250 5.212 -0.038 -0.7% 5.499
Low 5.171 5.061 -0.110 -2.1% 5.266
Close 5.198 5.065 -0.133 -2.6% 5.288
Range 0.079 0.151 0.072 91.1% 0.233
ATR 0.128 0.130 0.002 1.3% 0.000
Volume 4,154 4,032 -122 -2.9% 20,565
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.566 5.466 5.148
R3 5.415 5.315 5.107
R2 5.264 5.264 5.093
R1 5.164 5.164 5.079 5.139
PP 5.113 5.113 5.113 5.100
S1 5.013 5.013 5.051 4.988
S2 4.962 4.962 5.037
S3 4.811 4.862 5.023
S4 4.660 4.711 4.982
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.050 5.902 5.416
R3 5.817 5.669 5.352
R2 5.584 5.584 5.331
R1 5.436 5.436 5.309 5.394
PP 5.351 5.351 5.351 5.330
S1 5.203 5.203 5.267 5.161
S2 5.118 5.118 5.245
S3 4.885 4.970 5.224
S4 4.652 4.737 5.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.449 5.061 0.388 7.7% 0.117 2.3% 1% False True 3,471
10 5.499 5.061 0.438 8.6% 0.108 2.1% 1% False True 3,647
20 5.979 5.061 0.918 18.1% 0.112 2.2% 0% False True 3,238
40 6.106 5.061 1.045 20.6% 0.132 2.6% 0% False True 3,035
60 6.410 5.061 1.349 26.6% 0.136 2.7% 0% False True 2,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.006
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.854
2.618 5.607
1.618 5.456
1.000 5.363
0.618 5.305
HIGH 5.212
0.618 5.154
0.500 5.137
0.382 5.119
LOW 5.061
0.618 4.968
1.000 4.910
1.618 4.817
2.618 4.666
4.250 4.419
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 5.137 5.233
PP 5.113 5.177
S1 5.089 5.121

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

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