NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 4.490 4.593 0.103 2.3% 4.223
High 4.655 4.679 0.024 0.5% 4.655
Low 4.435 4.593 0.158 3.6% 4.007
Close 4.562 4.632 0.070 1.5% 4.562
Range 0.220 0.086 -0.134 -60.9% 0.648
ATR 0.209 0.202 -0.007 -3.1% 0.000
Volume 6,268 6,213 -55 -0.9% 19,389
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.893 4.848 4.679
R3 4.807 4.762 4.656
R2 4.721 4.721 4.648
R1 4.676 4.676 4.640 4.699
PP 4.635 4.635 4.635 4.646
S1 4.590 4.590 4.624 4.613
S2 4.549 4.549 4.616
S3 4.463 4.504 4.608
S4 4.377 4.418 4.585
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.352 6.105 4.918
R3 5.704 5.457 4.740
R2 5.056 5.056 4.681
R1 4.809 4.809 4.621 4.933
PP 4.408 4.408 4.408 4.470
S1 4.161 4.161 4.503 4.285
S2 3.760 3.760 4.443
S3 3.112 3.513 4.384
S4 2.464 2.865 4.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.679 4.007 0.672 14.5% 0.226 4.9% 93% True False 4,452
10 4.679 4.007 0.672 14.5% 0.189 4.1% 93% True False 6,173
20 4.690 4.007 0.683 14.7% 0.194 4.2% 92% False False 6,563
40 5.280 4.007 1.273 27.5% 0.197 4.3% 49% False False 4,920
60 6.521 4.007 2.514 54.3% 0.202 4.4% 25% False False 3,794
80 7.106 4.007 3.099 66.9% 0.204 4.4% 20% False False 3,191
100 7.708 4.007 3.701 79.9% 0.209 4.5% 17% False False 2,762
120 8.373 4.007 4.366 94.3% 0.204 4.4% 14% False False 2,458
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.024
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 5.045
2.618 4.904
1.618 4.818
1.000 4.765
0.618 4.732
HIGH 4.679
0.618 4.646
0.500 4.636
0.382 4.626
LOW 4.593
0.618 4.540
1.000 4.507
1.618 4.454
2.618 4.368
4.250 4.228
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 4.636 4.538
PP 4.635 4.444
S1 4.633 4.350

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

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