NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 4.881 4.638 -0.243 -5.0% 4.770
High 4.915 4.671 -0.244 -5.0% 4.915
Low 4.652 4.500 -0.152 -3.3% 4.500
Close 4.677 4.525 -0.152 -3.2% 4.525
Range 0.263 0.171 -0.092 -35.0% 0.415
ATR 0.206 0.204 -0.002 -1.0% 0.000
Volume 10,677 8,563 -2,114 -19.8% 39,130
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.078 4.973 4.619
R3 4.907 4.802 4.572
R2 4.736 4.736 4.556
R1 4.631 4.631 4.541 4.598
PP 4.565 4.565 4.565 4.549
S1 4.460 4.460 4.509 4.427
S2 4.394 4.394 4.494
S3 4.223 4.289 4.478
S4 4.052 4.118 4.431
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.892 5.623 4.753
R3 5.477 5.208 4.639
R2 5.062 5.062 4.601
R1 4.793 4.793 4.563 4.720
PP 4.647 4.647 4.647 4.610
S1 4.378 4.378 4.487 4.305
S2 4.232 4.232 4.449
S3 3.817 3.963 4.411
S4 3.402 3.548 4.297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.915 4.500 0.415 9.2% 0.202 4.5% 6% False True 7,826
10 4.915 4.500 0.415 9.2% 0.193 4.3% 6% False True 6,299
20 5.499 4.500 0.999 22.1% 0.193 4.3% 3% False True 5,937
40 6.555 4.500 2.055 45.4% 0.200 4.4% 1% False True 4,944
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 0.046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.398
2.618 5.119
1.618 4.948
1.000 4.842
0.618 4.777
HIGH 4.671
0.618 4.606
0.500 4.586
0.382 4.565
LOW 4.500
0.618 4.394
1.000 4.329
1.618 4.223
2.618 4.052
4.250 3.773
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 4.586 4.708
PP 4.565 4.647
S1 4.545 4.586

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

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