NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 4.310 4.100 -0.210 -4.9% 4.446
High 4.361 4.164 -0.197 -4.5% 4.586
Low 4.122 4.003 -0.119 -2.9% 4.122
Close 4.142 4.047 -0.095 -2.3% 4.142
Range 0.239 0.161 -0.078 -32.6% 0.464
ATR 0.232 0.227 -0.005 -2.2% 0.000
Volume 10,031 10,716 685 6.8% 40,302
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.554 4.462 4.136
R3 4.393 4.301 4.091
R2 4.232 4.232 4.077
R1 4.140 4.140 4.062 4.106
PP 4.071 4.071 4.071 4.054
S1 3.979 3.979 4.032 3.945
S2 3.910 3.910 4.017
S3 3.749 3.818 4.003
S4 3.588 3.657 3.958
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 4.003 0.583 14.4% 0.209 5.2% 8% False True 8,506
10 4.586 4.003 0.583 14.4% 0.232 5.7% 8% False True 7,017
20 5.140 4.003 1.137 28.1% 0.216 5.3% 4% False True 6,292
40 5.824 4.003 1.821 45.0% 0.215 5.3% 2% False True 4,700
60 6.413 4.003 2.410 59.6% 0.217 5.4% 2% False True 3,627
80 7.346 4.003 3.343 82.6% 0.223 5.5% 1% False True 3,076
100 7.599 4.003 3.596 88.9% 0.222 5.5% 1% False True 2,688
120 8.545 4.003 4.542 112.2% 0.221 5.5% 1% False True 2,407
Crabel Price Patterns
NR True
NR4 True
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 0.055
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.848
2.618 4.585
1.618 4.424
1.000 4.325
0.618 4.263
HIGH 4.164
0.618 4.102
0.500 4.084
0.382 4.065
LOW 4.003
0.618 3.904
1.000 3.842
1.618 3.743
2.618 3.582
4.250 3.319
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 4.084 4.295
PP 4.071 4.212
S1 4.059 4.130

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

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