NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 5.925 5.837 -0.088 -1.5% 6.126
High 5.930 5.860 -0.070 -1.2% 6.410
Low 5.804 5.777 -0.027 -0.5% 6.055
Close 5.868 5.829 -0.039 -0.7% 6.069
Range 0.126 0.083 -0.043 -34.1% 0.355
ATR 0.187 0.180 -0.007 -3.7% 0.000
Volume 1,411 1,562 151 10.7% 10,809
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.071 6.033 5.875
R3 5.988 5.950 5.852
R2 5.905 5.905 5.844
R1 5.867 5.867 5.837 5.845
PP 5.822 5.822 5.822 5.811
S1 5.784 5.784 5.821 5.762
S2 5.739 5.739 5.814
S3 5.656 5.701 5.806
S4 5.573 5.618 5.783
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 5.777 0.552 9.5% 0.148 2.5% 9% False True 1,489
10 6.410 5.777 0.633 10.9% 0.169 2.9% 8% False True 1,916
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 0.022
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.213
2.618 6.077
1.618 5.994
1.000 5.943
0.618 5.911
HIGH 5.860
0.618 5.828
0.500 5.819
0.382 5.809
LOW 5.777
0.618 5.726
1.000 5.694
1.618 5.643
2.618 5.560
4.250 5.424
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 5.826 5.908
PP 5.822 5.882
S1 5.819 5.855

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

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