NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 4.245 4.399 0.154 3.6% 4.335
High 4.445 4.430 -0.015 -0.3% 4.445
Low 4.196 4.317 0.121 2.9% 4.196
Close 4.415 4.350 -0.065 -1.5% 4.350
Range 0.249 0.113 -0.136 -54.6% 0.249
ATR 0.191 0.185 -0.006 -2.9% 0.000
Volume 3,753 3,011 -742 -19.8% 17,361
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.705 4.640 4.412
R3 4.592 4.527 4.381
R2 4.479 4.479 4.371
R1 4.414 4.414 4.360 4.390
PP 4.366 4.366 4.366 4.354
S1 4.301 4.301 4.340 4.277
S2 4.253 4.253 4.329
S3 4.140 4.188 4.319
S4 4.027 4.075 4.288
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.077 4.963 4.487
R3 4.828 4.714 4.418
R2 4.579 4.579 4.396
R1 4.465 4.465 4.373 4.522
PP 4.330 4.330 4.330 4.359
S1 4.216 4.216 4.327 4.273
S2 4.081 4.081 4.304
S3 3.832 3.967 4.282
S4 3.583 3.718 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.445 4.196 0.249 5.7% 0.144 3.3% 62% False False 3,472
10 4.763 4.196 0.567 13.0% 0.170 3.9% 27% False False 3,172
20 4.992 4.196 0.796 18.3% 0.171 3.9% 19% False False 2,338
40 5.470 4.196 1.274 29.3% 0.188 4.3% 12% False False 1,833
60 6.619 4.196 2.423 55.7% 0.195 4.5% 6% False False 1,486
80 7.211 4.196 3.015 69.3% 0.190 4.4% 5% False False 1,330
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.910
2.618 4.726
1.618 4.613
1.000 4.543
0.618 4.500
HIGH 4.430
0.618 4.387
0.500 4.374
0.382 4.360
LOW 4.317
0.618 4.247
1.000 4.204
1.618 4.134
2.618 4.021
4.250 3.837
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 4.374 4.340
PP 4.366 4.330
S1 4.358 4.321

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

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