NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 4.446 4.410 -0.036 -0.8% 4.300
High 4.535 4.513 -0.022 -0.5% 4.505
Low 4.148 4.380 0.232 5.6% 4.146
Close 4.360 4.474 0.114 2.6% 4.408
Range 0.387 0.133 -0.254 -65.6% 0.359
ATR 0.233 0.227 -0.006 -2.4% 0.000
Volume 8,485 7,987 -498 -5.9% 23,325
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.855 4.797 4.547
R3 4.722 4.664 4.511
R2 4.589 4.589 4.498
R1 4.531 4.531 4.486 4.560
PP 4.456 4.456 4.456 4.470
S1 4.398 4.398 4.462 4.427
S2 4.323 4.323 4.450
S3 4.190 4.265 4.437
S4 4.057 4.132 4.401
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.430 5.278 4.605
R3 5.071 4.919 4.507
R2 4.712 4.712 4.474
R1 4.560 4.560 4.441 4.636
PP 4.353 4.353 4.353 4.391
S1 4.201 4.201 4.375 4.277
S2 3.994 3.994 4.342
S3 3.635 3.842 4.309
S4 3.276 3.483 4.211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.535 4.146 0.389 8.7% 0.242 5.4% 84% False False 6,429
10 4.535 4.146 0.389 8.7% 0.203 4.5% 84% False False 5,351
20 5.140 4.146 0.994 22.2% 0.216 4.8% 33% False False 5,464
40 6.413 4.146 2.267 50.7% 0.220 4.9% 14% False False 4,003
60 6.544 4.146 2.398 53.6% 0.216 4.8% 14% False False 3,163
80 7.573 4.146 3.427 76.6% 0.221 4.9% 10% False False 2,694
100 7.599 4.146 3.453 77.2% 0.219 4.9% 9% False False 2,401
120 8.545 4.146 4.399 98.3% 0.220 4.9% 7% False False 2,138
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.078
2.618 4.861
1.618 4.728
1.000 4.646
0.618 4.595
HIGH 4.513
0.618 4.462
0.500 4.447
0.382 4.431
LOW 4.380
0.618 4.298
1.000 4.247
1.618 4.165
2.618 4.032
4.250 3.815
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 4.465 4.430
PP 4.456 4.385
S1 4.447 4.341

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

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