NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 5.427 5.580 0.153 2.8% 5.530
High 5.590 5.594 0.004 0.1% 5.594
Low 5.390 5.490 0.100 1.9% 5.390
Close 5.578 5.521 -0.057 -1.0% 5.521
Range 0.200 0.104 -0.096 -48.0% 0.204
ATR 0.159 0.155 -0.004 -2.5% 0.000
Volume 2,261 2,029 -232 -10.3% 7,747
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.847 5.788 5.578
R3 5.743 5.684 5.550
R2 5.639 5.639 5.540
R1 5.580 5.580 5.531 5.558
PP 5.535 5.535 5.535 5.524
S1 5.476 5.476 5.511 5.454
S2 5.431 5.431 5.502
S3 5.327 5.372 5.492
S4 5.223 5.268 5.464
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.114 6.021 5.633
R3 5.910 5.817 5.577
R2 5.706 5.706 5.558
R1 5.613 5.613 5.540 5.558
PP 5.502 5.502 5.502 5.474
S1 5.409 5.409 5.502 5.354
S2 5.298 5.298 5.484
S3 5.094 5.205 5.465
S4 4.890 5.001 5.409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.594 5.390 0.204 3.7% 0.116 2.1% 64% True False 1,549
10 5.950 5.390 0.560 10.1% 0.150 2.7% 23% False False 1,849
20 6.260 5.390 0.870 15.8% 0.146 2.6% 15% False False 1,738
40 6.750 5.390 1.360 24.6% 0.154 2.8% 10% False False 1,617
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.036
2.618 5.866
1.618 5.762
1.000 5.698
0.618 5.658
HIGH 5.594
0.618 5.554
0.500 5.542
0.382 5.530
LOW 5.490
0.618 5.426
1.000 5.386
1.618 5.322
2.618 5.218
4.250 5.048
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 5.542 5.511
PP 5.535 5.502
S1 5.528 5.492

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

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