NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 5.434 5.445 0.011 0.2% 5.530
High 5.468 5.445 -0.023 -0.4% 5.594
Low 5.386 5.316 -0.070 -1.3% 5.390
Close 5.417 5.328 -0.089 -1.6% 5.521
Range 0.082 0.129 0.047 57.3% 0.204
ATR 0.149 0.148 -0.001 -1.0% 0.000
Volume 955 1,472 517 54.1% 7,747
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.750 5.668 5.399
R3 5.621 5.539 5.363
R2 5.492 5.492 5.352
R1 5.410 5.410 5.340 5.387
PP 5.363 5.363 5.363 5.351
S1 5.281 5.281 5.316 5.258
S2 5.234 5.234 5.304
S3 5.105 5.152 5.293
S4 4.976 5.023 5.257
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 5.316 0.278 5.2% 0.130 2.4% 4% False True 1,542
10 5.903 5.316 0.587 11.0% 0.134 2.5% 2% False True 1,816
20 5.950 5.316 0.634 11.9% 0.141 2.6% 2% False True 1,765
40 6.550 5.316 1.234 23.2% 0.149 2.8% 1% False True 1,648
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.993
2.618 5.783
1.618 5.654
1.000 5.574
0.618 5.525
HIGH 5.445
0.618 5.396
0.500 5.381
0.382 5.365
LOW 5.316
0.618 5.236
1.000 5.187
1.618 5.107
2.618 4.978
4.250 4.768
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 5.381 5.432
PP 5.363 5.397
S1 5.346 5.363

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

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