NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 5.493 5.458 -0.035 -0.6% 5.820
High 5.541 5.461 -0.080 -1.4% 5.950
Low 5.432 5.395 -0.037 -0.7% 5.516
Close 5.461 5.410 -0.051 -0.9% 5.545
Range 0.109 0.066 -0.043 -39.4% 0.434
ATR 0.163 0.156 -0.007 -4.3% 0.000
Volume 1,054 1,357 303 28.7% 10,751
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.620 5.581 5.446
R3 5.554 5.515 5.428
R2 5.488 5.488 5.422
R1 5.449 5.449 5.416 5.436
PP 5.422 5.422 5.422 5.415
S1 5.383 5.383 5.404 5.370
S2 5.356 5.356 5.398
S3 5.290 5.317 5.392
S4 5.224 5.251 5.374
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.972 6.693 5.784
R3 6.538 6.259 5.664
R2 6.104 6.104 5.625
R1 5.825 5.825 5.585 5.748
PP 5.670 5.670 5.670 5.632
S1 5.391 5.391 5.505 5.314
S2 5.236 5.236 5.465
S3 4.802 4.957 5.426
S4 4.368 4.523 5.306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.903 5.395 0.508 9.4% 0.138 2.5% 3% False True 2,090
10 5.950 5.395 0.555 10.3% 0.156 2.9% 3% False True 1,718
20 6.440 5.395 1.045 19.3% 0.148 2.7% 1% False True 1,707
40 7.063 5.395 1.668 30.8% 0.156 2.9% 1% False True 1,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 5.742
2.618 5.634
1.618 5.568
1.000 5.527
0.618 5.502
HIGH 5.461
0.618 5.436
0.500 5.428
0.382 5.420
LOW 5.395
0.618 5.354
1.000 5.329
1.618 5.288
2.618 5.222
4.250 5.115
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 5.428 5.469
PP 5.422 5.449
S1 5.416 5.430

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

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