NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 4.936 4.955 0.019 0.4% 4.480
High 4.978 4.960 -0.018 -0.4% 4.892
Low 4.813 4.849 0.036 0.7% 4.274
Close 4.955 4.934 -0.021 -0.4% 4.810
Range 0.165 0.111 -0.054 -32.7% 0.618
ATR 0.196 0.190 -0.006 -3.1% 0.000
Volume 5,117 5,537 420 8.2% 36,884
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.247 5.202 4.995
R3 5.136 5.091 4.965
R2 5.025 5.025 4.954
R1 4.980 4.980 4.944 4.947
PP 4.914 4.914 4.914 4.898
S1 4.869 4.869 4.924 4.836
S2 4.803 4.803 4.914
S3 4.692 4.758 4.903
S4 4.581 4.647 4.873
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.513 6.279 5.150
R3 5.895 5.661 4.980
R2 5.277 5.277 4.923
R1 5.043 5.043 4.867 5.160
PP 4.659 4.659 4.659 4.717
S1 4.425 4.425 4.753 4.542
S2 4.041 4.041 4.697
S3 3.423 3.807 4.640
S4 2.805 3.189 4.470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.978 4.288 0.690 14.0% 0.229 4.6% 94% False False 7,237
10 4.978 4.274 0.704 14.3% 0.191 3.9% 94% False False 6,759
20 4.978 4.274 0.704 14.3% 0.186 3.8% 94% False False 6,785
40 5.499 4.274 1.225 24.8% 0.191 3.9% 54% False False 5,909
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.432
2.618 5.251
1.618 5.140
1.000 5.071
0.618 5.029
HIGH 4.960
0.618 4.918
0.500 4.905
0.382 4.891
LOW 4.849
0.618 4.780
1.000 4.738
1.618 4.669
2.618 4.558
4.250 4.377
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 4.924 4.921
PP 4.914 4.908
S1 4.905 4.896

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

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