NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 4.193 4.078 -0.115 -2.7% 4.100
High 4.211 4.134 -0.077 -1.8% 4.211
Low 4.086 3.965 -0.121 -3.0% 3.945
Close 4.126 4.042 -0.084 -2.0% 4.126
Range 0.125 0.169 0.044 35.2% 0.266
ATR 0.210 0.207 -0.003 -1.4% 0.000
Volume 15,962 5,436 -10,526 -65.9% 69,470
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.554 4.467 4.135
R3 4.385 4.298 4.088
R2 4.216 4.216 4.073
R1 4.129 4.129 4.057 4.088
PP 4.047 4.047 4.047 4.027
S1 3.960 3.960 4.027 3.919
S2 3.878 3.878 4.011
S3 3.709 3.791 3.996
S4 3.540 3.622 3.949
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.892 4.775 4.272
R3 4.626 4.509 4.199
R2 4.360 4.360 4.175
R1 4.243 4.243 4.150 4.302
PP 4.094 4.094 4.094 4.123
S1 3.977 3.977 4.102 4.036
S2 3.828 3.828 4.077
S3 3.562 3.711 4.053
S4 3.296 3.445 3.980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.211 3.945 0.266 6.6% 0.160 4.0% 36% False False 12,838
10 4.586 3.945 0.641 15.9% 0.185 4.6% 15% False False 10,672
20 4.595 3.945 0.650 16.1% 0.198 4.9% 15% False False 7,815
40 5.190 3.945 1.245 30.8% 0.208 5.2% 8% False False 6,013
60 6.413 3.945 2.468 61.1% 0.217 5.4% 4% False False 4,565
80 6.995 3.945 3.050 75.5% 0.215 5.3% 3% False False 3,810
100 7.599 3.945 3.654 90.4% 0.221 5.5% 3% False False 3,275
120 8.510 3.945 4.565 112.9% 0.217 5.4% 2% False False 2,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.852
2.618 4.576
1.618 4.407
1.000 4.303
0.618 4.238
HIGH 4.134
0.618 4.069
0.500 4.050
0.382 4.030
LOW 3.965
0.618 3.861
1.000 3.796
1.618 3.692
2.618 3.523
4.250 3.247
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 4.050 4.078
PP 4.047 4.066
S1 4.045 4.054

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

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