NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 4.593 4.675 0.082 1.8% 4.223
High 4.679 4.721 0.042 0.9% 4.655
Low 4.593 4.548 -0.045 -1.0% 4.007
Close 4.632 4.698 0.066 1.4% 4.562
Range 0.086 0.173 0.087 101.2% 0.648
ATR 0.202 0.200 -0.002 -1.0% 0.000
Volume 6,213 3,989 -2,224 -35.8% 19,389
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.175 5.109 4.793
R3 5.002 4.936 4.746
R2 4.829 4.829 4.730
R1 4.763 4.763 4.714 4.796
PP 4.656 4.656 4.656 4.672
S1 4.590 4.590 4.682 4.623
S2 4.483 4.483 4.666
S3 4.310 4.417 4.650
S4 4.137 4.244 4.603
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 4.721 4.007 0.714 15.2% 0.242 5.1% 97% True False 4,592
10 4.721 4.007 0.714 15.2% 0.194 4.1% 97% True False 5,829
20 4.721 4.007 0.714 15.2% 0.192 4.1% 97% True False 6,472
40 5.280 4.007 1.273 27.1% 0.198 4.2% 54% False False 4,990
60 6.521 4.007 2.514 53.5% 0.200 4.3% 27% False False 3,835
80 7.106 4.007 3.099 66.0% 0.202 4.3% 22% False False 3,223
100 7.708 4.007 3.701 78.8% 0.209 4.4% 19% False False 2,794
120 8.373 4.007 4.366 92.9% 0.204 4.4% 16% False False 2,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.456
2.618 5.174
1.618 5.001
1.000 4.894
0.618 4.828
HIGH 4.721
0.618 4.655
0.500 4.635
0.382 4.614
LOW 4.548
0.618 4.441
1.000 4.375
1.618 4.268
2.618 4.095
4.250 3.813
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 4.677 4.658
PP 4.656 4.618
S1 4.635 4.578

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

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