NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 5.990 5.700 -0.290 -4.8% 5.831
High 5.990 5.700 -0.290 -4.8% 6.010
Low 5.643 5.470 -0.173 -3.1% 5.470
Close 5.697 5.479 -0.218 -3.8% 5.479
Range 0.347 0.230 -0.117 -33.7% 0.540
ATR 0.189 0.192 0.003 1.5% 0.000
Volume 2,892 4,362 1,470 50.8% 12,375
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.240 6.089 5.606
R3 6.010 5.859 5.542
R2 5.780 5.780 5.521
R1 5.629 5.629 5.500 5.590
PP 5.550 5.550 5.550 5.530
S1 5.399 5.399 5.458 5.360
S2 5.320 5.320 5.437
S3 5.090 5.169 5.416
S4 4.860 4.939 5.353
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 7.273 6.916 5.776
R3 6.733 6.376 5.628
R2 6.193 6.193 5.578
R1 5.836 5.836 5.529 5.745
PP 5.653 5.653 5.653 5.607
S1 5.296 5.296 5.430 5.205
S2 5.113 5.113 5.380
S3 4.573 4.756 5.331
S4 4.033 4.216 5.182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.010 5.470 0.540 9.9% 0.190 3.5% 2% False True 2,475
10 6.051 5.316 0.735 13.4% 0.219 4.0% 22% False False 2,541
20 6.051 5.316 0.735 13.4% 0.184 3.4% 22% False False 2,195
40 6.550 5.316 1.234 22.5% 0.167 3.0% 13% False False 1,943
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.678
2.618 6.302
1.618 6.072
1.000 5.930
0.618 5.842
HIGH 5.700
0.618 5.612
0.500 5.585
0.382 5.558
LOW 5.470
0.618 5.328
1.000 5.240
1.618 5.098
2.618 4.868
4.250 4.493
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 5.585 5.733
PP 5.550 5.648
S1 5.514 5.564

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

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