NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 4.297 4.345 0.048 1.1% 4.862
High 4.349 4.375 0.026 0.6% 4.978
Low 4.250 4.210 -0.040 -0.9% 4.286
Close 4.293 4.347 0.054 1.3% 4.299
Range 0.099 0.165 0.066 66.7% 0.692
ATR 0.206 0.203 -0.003 -1.4% 0.000
Volume 9,726 2,559 -7,167 -73.7% 34,486
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.806 4.741 4.438
R3 4.641 4.576 4.392
R2 4.476 4.476 4.377
R1 4.411 4.411 4.362 4.444
PP 4.311 4.311 4.311 4.327
S1 4.246 4.246 4.332 4.279
S2 4.146 4.146 4.317
S3 3.981 4.081 4.302
S4 3.816 3.916 4.256
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.597 6.140 4.680
R3 5.905 5.448 4.489
R2 5.213 5.213 4.426
R1 4.756 4.756 4.362 4.639
PP 4.521 4.521 4.521 4.462
S1 4.064 4.064 4.236 3.947
S2 3.829 3.829 4.172
S3 3.137 3.372 4.109
S4 2.445 2.680 3.918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.965 4.210 0.755 17.4% 0.211 4.8% 18% False True 7,184
10 4.978 4.210 0.768 17.7% 0.225 5.2% 18% False True 7,115
20 4.978 4.210 0.768 17.7% 0.192 4.4% 18% False True 7,083
40 5.499 4.210 1.289 29.7% 0.192 4.4% 11% False True 6,254
60 6.784 4.210 2.574 59.2% 0.199 4.6% 5% False True 5,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.076
2.618 4.807
1.618 4.642
1.000 4.540
0.618 4.477
HIGH 4.375
0.618 4.312
0.500 4.293
0.382 4.273
LOW 4.210
0.618 4.108
1.000 4.045
1.618 3.943
2.618 3.778
4.250 3.509
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 4.329 4.365
PP 4.311 4.359
S1 4.293 4.353

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

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