NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 6.039 5.925 -0.114 -1.9% 6.126
High 6.039 5.930 -0.109 -1.8% 6.410
Low 5.875 5.804 -0.071 -1.2% 6.055
Close 5.928 5.868 -0.060 -1.0% 6.069
Range 0.164 0.126 -0.038 -23.2% 0.355
ATR 0.191 0.187 -0.005 -2.4% 0.000
Volume 1,108 1,411 303 27.3% 10,809
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.245 6.183 5.937
R3 6.119 6.057 5.903
R2 5.993 5.993 5.891
R1 5.931 5.931 5.880 5.899
PP 5.867 5.867 5.867 5.852
S1 5.805 5.805 5.856 5.773
S2 5.741 5.741 5.845
S3 5.615 5.679 5.833
S4 5.489 5.553 5.799
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.243 7.011 6.264
R3 6.888 6.656 6.167
R2 6.533 6.533 6.134
R1 6.301 6.301 6.102 6.240
PP 6.178 6.178 6.178 6.147
S1 5.946 5.946 6.036 5.885
S2 5.823 5.823 6.004
S3 5.468 5.591 5.971
S4 5.113 5.236 5.874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.329 5.804 0.525 8.9% 0.160 2.7% 12% False True 1,918
10 6.410 5.804 0.606 10.3% 0.175 3.0% 11% False True 1,904
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.466
2.618 6.260
1.618 6.134
1.000 6.056
0.618 6.008
HIGH 5.930
0.618 5.882
0.500 5.867
0.382 5.852
LOW 5.804
0.618 5.726
1.000 5.678
1.618 5.600
2.618 5.474
4.250 5.269
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 5.868 6.017
PP 5.867 5.967
S1 5.867 5.918

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

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