NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 4.413 4.317 -0.096 -2.2% 4.499
High 4.429 4.863 0.434 9.8% 4.593
Low 4.274 4.288 0.014 0.3% 4.349
Close 4.286 4.743 0.457 10.7% 4.511
Range 0.155 0.575 0.420 271.0% 0.244
ATR 0.176 0.205 0.029 16.2% 0.000
Volume 4,587 6,253 1,666 36.3% 31,858
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.356 6.125 5.059
R3 5.781 5.550 4.901
R2 5.206 5.206 4.848
R1 4.975 4.975 4.796 5.091
PP 4.631 4.631 4.631 4.689
S1 4.400 4.400 4.690 4.516
S2 4.056 4.056 4.638
S3 3.481 3.825 4.585
S4 2.906 3.250 4.427
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.216 5.108 4.645
R3 4.972 4.864 4.578
R2 4.728 4.728 4.556
R1 4.620 4.620 4.533 4.674
PP 4.484 4.484 4.484 4.512
S1 4.376 4.376 4.489 4.430
S2 4.240 4.240 4.466
S3 3.996 4.132 4.444
S4 3.752 3.888 4.377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.863 4.274 0.589 12.4% 0.221 4.7% 80% True False 6,118
10 4.863 4.274 0.589 12.4% 0.188 4.0% 80% True False 6,375
20 4.915 4.274 0.641 13.5% 0.185 3.9% 73% False False 6,314
40 5.499 4.274 1.225 25.8% 0.195 4.1% 38% False False 5,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 7.307
2.618 6.368
1.618 5.793
1.000 5.438
0.618 5.218
HIGH 4.863
0.618 4.643
0.500 4.576
0.382 4.508
LOW 4.288
0.618 3.933
1.000 3.713
1.618 3.358
2.618 2.783
4.250 1.844
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 4.687 4.685
PP 4.631 4.627
S1 4.576 4.569

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

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