NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 5.829 5.865 0.036 0.6% 6.039
High 5.918 6.025 0.107 1.8% 6.039
Low 5.829 5.860 0.031 0.5% 5.777
Close 5.895 6.019 0.124 2.1% 6.019
Range 0.089 0.165 0.076 85.4% 0.262
ATR 0.173 0.173 -0.001 -0.3% 0.000
Volume 1,945 1,420 -525 -27.0% 7,446
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.463 6.406 6.110
R3 6.298 6.241 6.064
R2 6.133 6.133 6.049
R1 6.076 6.076 6.034 6.105
PP 5.968 5.968 5.968 5.982
S1 5.911 5.911 6.004 5.940
S2 5.803 5.803 5.989
S3 5.638 5.746 5.974
S4 5.473 5.581 5.928
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.731 6.637 6.163
R3 6.469 6.375 6.091
R2 6.207 6.207 6.067
R1 6.113 6.113 6.043 6.029
PP 5.945 5.945 5.945 5.903
S1 5.851 5.851 5.995 5.767
S2 5.683 5.683 5.971
S3 5.421 5.589 5.947
S4 5.159 5.327 5.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.039 5.777 0.262 4.4% 0.125 2.1% 92% False False 1,489
10 6.410 5.777 0.633 10.5% 0.158 2.6% 38% False False 1,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.726
2.618 6.457
1.618 6.292
1.000 6.190
0.618 6.127
HIGH 6.025
0.618 5.962
0.500 5.943
0.382 5.923
LOW 5.860
0.618 5.758
1.000 5.695
1.618 5.593
2.618 5.428
4.250 5.159
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 5.994 5.980
PP 5.968 5.940
S1 5.943 5.901

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

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