NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 4.350 4.300 -0.050 -1.1% 4.380
High 4.350 4.315 -0.035 -0.8% 4.480
Low 4.249 4.163 -0.086 -2.0% 4.245
Close 4.280 4.170 -0.110 -2.6% 4.400
Range 0.101 0.152 0.051 50.5% 0.235
ATR 0.172 0.171 -0.001 -0.8% 0.000
Volume 1,718 1,129 -589 -34.3% 12,548
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.672 4.573 4.254
R3 4.520 4.421 4.212
R2 4.368 4.368 4.198
R1 4.269 4.269 4.184 4.243
PP 4.216 4.216 4.216 4.203
S1 4.117 4.117 4.156 4.091
S2 4.064 4.064 4.142
S3 3.912 3.965 4.128
S4 3.760 3.813 4.086
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.080 4.975 4.529
R3 4.845 4.740 4.465
R2 4.610 4.610 4.443
R1 4.505 4.505 4.422 4.558
PP 4.375 4.375 4.375 4.401
S1 4.270 4.270 4.378 4.323
S2 4.140 4.140 4.357
S3 3.905 4.035 4.335
S4 3.670 3.800 4.271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.480 4.163 0.317 7.6% 0.153 3.7% 2% False True 2,208
10 4.805 4.163 0.642 15.4% 0.150 3.6% 1% False True 2,160
20 4.805 4.163 0.642 15.4% 0.159 3.8% 1% False True 1,785
40 5.392 4.163 1.229 29.5% 0.174 4.2% 1% False True 1,464
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 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.961
2.618 4.713
1.618 4.561
1.000 4.467
0.618 4.409
HIGH 4.315
0.618 4.257
0.500 4.239
0.382 4.221
LOW 4.163
0.618 4.069
1.000 4.011
1.618 3.917
2.618 3.765
4.250 3.517
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 4.239 4.287
PP 4.216 4.248
S1 4.193 4.209

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

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