NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 4.100 4.010 -0.090 -2.2% 4.446
High 4.164 4.136 -0.028 -0.7% 4.586
Low 4.003 4.004 0.001 0.0% 4.122
Close 4.047 4.027 -0.020 -0.5% 4.142
Range 0.161 0.132 -0.029 -18.0% 0.464
ATR 0.227 0.220 -0.007 -3.0% 0.000
Volume 10,716 18,254 7,538 70.3% 40,302
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.452 4.371 4.100
R3 4.320 4.239 4.063
R2 4.188 4.188 4.051
R1 4.107 4.107 4.039 4.148
PP 4.056 4.056 4.056 4.076
S1 3.975 3.975 4.015 4.016
S2 3.924 3.924 4.003
S3 3.792 3.843 3.991
S4 3.660 3.711 3.954
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 14.5% 0.209 5.2% 4% False False 10,560
10 4.586 4.003 0.583 14.5% 0.226 5.6% 4% False False 8,494
20 5.132 4.003 1.129 28.0% 0.212 5.3% 2% False False 6,976
40 5.824 4.003 1.821 45.2% 0.214 5.3% 1% False False 5,098
60 6.413 4.003 2.410 59.8% 0.217 5.4% 1% False False 3,897
80 7.028 4.003 3.025 75.1% 0.220 5.5% 1% False False 3,292
100 7.599 4.003 3.596 89.3% 0.222 5.5% 1% False False 2,865
120 8.545 4.003 4.542 112.8% 0.220 5.5% 1% False False 2,553
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.056
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.697
2.618 4.482
1.618 4.350
1.000 4.268
0.618 4.218
HIGH 4.136
0.618 4.086
0.500 4.070
0.382 4.054
LOW 4.004
0.618 3.922
1.000 3.872
1.618 3.790
2.618 3.658
4.250 3.443
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 4.070 4.182
PP 4.056 4.130
S1 4.041 4.079

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

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