NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 4.360 4.540 0.180 4.1% 4.473
High 4.619 4.661 0.042 0.9% 4.619
Low 4.290 4.409 0.119 2.8% 4.290
Close 4.545 4.495 -0.050 -1.1% 4.545
Range 0.329 0.252 -0.077 -23.4% 0.329
ATR 0.208 0.211 0.003 1.5% 0.000
Volume 4,799 4,681 -118 -2.5% 34,990
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.278 5.138 4.634
R3 5.026 4.886 4.564
R2 4.774 4.774 4.541
R1 4.634 4.634 4.518 4.578
PP 4.522 4.522 4.522 4.494
S1 4.382 4.382 4.472 4.326
S2 4.270 4.270 4.449
S3 4.018 4.130 4.426
S4 3.766 3.878 4.356
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.472 5.337 4.726
R3 5.143 5.008 4.635
R2 4.814 4.814 4.605
R1 4.679 4.679 4.575 4.747
PP 4.485 4.485 4.485 4.518
S1 4.350 4.350 4.515 4.418
S2 4.156 4.156 4.485
S3 3.827 4.021 4.455
S4 3.498 3.692 4.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.661 4.290 0.371 8.3% 0.214 4.8% 55% True False 7,469
10 4.717 4.290 0.427 9.5% 0.183 4.1% 48% False False 5,539
20 5.280 4.290 0.990 22.0% 0.207 4.6% 21% False False 4,610
40 6.521 4.290 2.231 49.6% 0.213 4.7% 9% False False 3,197
60 6.750 4.290 2.460 54.7% 0.202 4.5% 8% False False 2,599
80 7.708 4.290 3.418 76.0% 0.211 4.7% 6% False False 2,223
100 7.722 4.290 3.432 76.4% 0.206 4.6% 6% False False 1,976
120 8.598 4.290 4.308 95.8% 0.209 4.6% 5% False False 1,747
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 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.732
2.618 5.321
1.618 5.069
1.000 4.913
0.618 4.817
HIGH 4.661
0.618 4.565
0.500 4.535
0.382 4.505
LOW 4.409
0.618 4.253
1.000 4.157
1.618 4.001
2.618 3.749
4.250 3.338
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 4.535 4.489
PP 4.522 4.482
S1 4.508 4.476

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

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