NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 4.499 4.430 -0.069 -1.5% 4.770
High 4.535 4.518 -0.017 -0.4% 4.915
Low 4.391 4.396 0.005 0.1% 4.500
Close 4.440 4.423 -0.017 -0.4% 4.525
Range 0.144 0.122 -0.022 -15.3% 0.415
ATR 0.200 0.194 -0.006 -2.8% 0.000
Volume 7,125 5,174 -1,951 -27.4% 39,130
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.812 4.739 4.490
R3 4.690 4.617 4.457
R2 4.568 4.568 4.445
R1 4.495 4.495 4.434 4.471
PP 4.446 4.446 4.446 4.433
S1 4.373 4.373 4.412 4.349
S2 4.324 4.324 4.401
S3 4.202 4.251 4.389
S4 4.080 4.129 4.356
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 4.391 0.524 11.8% 0.177 4.0% 6% False False 7,691
10 4.915 4.391 0.524 11.8% 0.188 4.3% 6% False False 6,701
20 5.491 4.391 1.100 24.9% 0.183 4.1% 3% False False 6,010
40 6.200 4.391 1.809 40.9% 0.192 4.3% 2% False False 5,053
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.037
2.618 4.837
1.618 4.715
1.000 4.640
0.618 4.593
HIGH 4.518
0.618 4.471
0.500 4.457
0.382 4.443
LOW 4.396
0.618 4.321
1.000 4.274
1.618 4.199
2.618 4.077
4.250 3.878
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 4.457 4.531
PP 4.446 4.495
S1 4.434 4.459

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

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