NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 5.955 5.900 -0.055 -0.9% 6.039
High 5.962 5.900 -0.062 -1.0% 6.039
Low 5.907 5.800 -0.107 -1.8% 5.777
Close 5.926 5.810 -0.116 -2.0% 6.019
Range 0.055 0.100 0.045 81.8% 0.262
ATR 0.168 0.165 -0.003 -1.8% 0.000
Volume 1,281 765 -516 -40.3% 7,446
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.137 6.073 5.865
R3 6.037 5.973 5.838
R2 5.937 5.937 5.828
R1 5.873 5.873 5.819 5.855
PP 5.837 5.837 5.837 5.828
S1 5.773 5.773 5.801 5.755
S2 5.737 5.737 5.792
S3 5.637 5.673 5.783
S4 5.537 5.573 5.755
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 6.025 5.777 0.248 4.3% 0.098 1.7% 13% False False 1,394
10 6.329 5.777 0.552 9.5% 0.129 2.2% 6% False False 1,656
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.325
2.618 6.162
1.618 6.062
1.000 6.000
0.618 5.962
HIGH 5.900
0.618 5.862
0.500 5.850
0.382 5.838
LOW 5.800
0.618 5.738
1.000 5.700
1.618 5.638
2.618 5.538
4.250 5.375
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 5.850 5.913
PP 5.837 5.878
S1 5.823 5.844

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

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