NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 5.820 5.800 -0.020 -0.3% 5.800
High 5.950 5.890 -0.060 -1.0% 5.910
Low 5.723 5.745 0.022 0.4% 5.624
Close 5.788 5.825 0.037 0.6% 5.845
Range 0.227 0.145 -0.082 -36.1% 0.286
ATR 0.172 0.170 -0.002 -1.1% 0.000
Volume 1,564 463 -1,101 -70.4% 7,559
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.255 6.185 5.905
R3 6.110 6.040 5.865
R2 5.965 5.965 5.852
R1 5.895 5.895 5.838 5.930
PP 5.820 5.820 5.820 5.838
S1 5.750 5.750 5.812 5.785
S2 5.675 5.675 5.798
S3 5.530 5.605 5.785
S4 5.385 5.460 5.745
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.534 6.002
R3 6.365 6.248 5.924
R2 6.079 6.079 5.897
R1 5.962 5.962 5.871 6.021
PP 5.793 5.793 5.793 5.822
S1 5.676 5.676 5.819 5.735
S2 5.507 5.507 5.793
S3 5.221 5.390 5.766
S4 4.935 5.104 5.688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.950 5.624 0.326 5.6% 0.175 3.0% 62% False False 1,228
10 5.950 5.624 0.326 5.6% 0.145 2.5% 62% False False 1,655
20 6.550 5.624 0.926 15.9% 0.152 2.6% 22% False False 1,658
40 7.621 5.624 1.997 34.3% 0.168 2.9% 10% False False 1,363
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.506
2.618 6.270
1.618 6.125
1.000 6.035
0.618 5.980
HIGH 5.890
0.618 5.835
0.500 5.818
0.382 5.800
LOW 5.745
0.618 5.655
1.000 5.600
1.618 5.510
2.618 5.365
4.250 5.129
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 5.823 5.812
PP 5.820 5.800
S1 5.818 5.787

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

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