NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 4.551 4.310 -0.241 -5.3% 4.446
High 4.586 4.361 -0.225 -4.9% 4.586
Low 4.280 4.122 -0.158 -3.7% 4.122
Close 4.306 4.142 -0.164 -3.8% 4.142
Range 0.306 0.239 -0.067 -21.9% 0.464
ATR 0.232 0.232 0.001 0.2% 0.000
Volume 7,709 10,031 2,322 30.1% 40,302
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.925 4.773 4.273
R3 4.686 4.534 4.208
R2 4.447 4.447 4.186
R1 4.295 4.295 4.164 4.252
PP 4.208 4.208 4.208 4.187
S1 4.056 4.056 4.120 4.013
S2 3.969 3.969 4.098
S3 3.730 3.817 4.076
S4 3.491 3.578 4.011
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.675 5.373 4.397
R3 5.211 4.909 4.270
R2 4.747 4.747 4.227
R1 4.445 4.445 4.185 4.364
PP 4.283 4.283 4.283 4.243
S1 3.981 3.981 4.099 3.900
S2 3.819 3.819 4.057
S3 3.355 3.517 4.014
S4 2.891 3.053 3.887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.586 4.122 0.464 11.2% 0.255 6.1% 4% False True 8,060
10 4.586 4.122 0.464 11.2% 0.229 5.5% 4% False True 6,362
20 5.140 4.122 1.018 24.6% 0.222 5.4% 2% False True 5,969
40 6.137 4.122 2.015 48.6% 0.220 5.3% 1% False True 4,490
60 6.413 4.122 2.291 55.3% 0.218 5.3% 1% False True 3,478
80 7.532 4.122 3.410 82.3% 0.224 5.4% 1% False True 2,947
100 7.599 4.122 3.477 83.9% 0.222 5.3% 1% False True 2,605
120 8.545 4.122 4.423 106.8% 0.222 5.4% 0% False True 2,321
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.377
2.618 4.987
1.618 4.748
1.000 4.600
0.618 4.509
HIGH 4.361
0.618 4.270
0.500 4.242
0.382 4.213
LOW 4.122
0.618 3.974
1.000 3.883
1.618 3.735
2.618 3.496
4.250 3.106
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 4.242 4.354
PP 4.208 4.283
S1 4.175 4.213

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

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