NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 5.570 5.566 -0.004 -0.1% 5.320
High 5.636 5.730 0.094 1.7% 5.632
Low 5.542 5.530 -0.012 -0.2% 5.230
Close 5.607 5.652 0.045 0.8% 5.552
Range 0.094 0.200 0.106 112.8% 0.402
ATR 0.154 0.157 0.003 2.2% 0.000
Volume 1,696 3,156 1,460 86.1% 12,648
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.237 6.145 5.762
R3 6.037 5.945 5.707
R2 5.837 5.837 5.689
R1 5.745 5.745 5.670 5.791
PP 5.637 5.637 5.637 5.661
S1 5.545 5.545 5.634 5.591
S2 5.437 5.437 5.615
S3 5.237 5.345 5.597
S4 5.037 5.145 5.542
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.677 6.517 5.773
R3 6.275 6.115 5.663
R2 5.873 5.873 5.626
R1 5.713 5.713 5.589 5.793
PP 5.471 5.471 5.471 5.512
S1 5.311 5.311 5.515 5.391
S2 5.069 5.069 5.478
S3 4.667 4.909 5.441
S4 4.265 4.507 5.331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.730 5.290 0.440 7.8% 0.179 3.2% 82% True False 3,308
10 5.730 5.230 0.500 8.8% 0.146 2.6% 84% True False 2,621
20 6.025 5.230 0.795 14.1% 0.129 2.3% 53% False False 2,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.580
2.618 6.254
1.618 6.054
1.000 5.930
0.618 5.854
HIGH 5.730
0.618 5.654
0.500 5.630
0.382 5.606
LOW 5.530
0.618 5.406
1.000 5.330
1.618 5.206
2.618 5.006
4.250 4.680
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 5.645 5.634
PP 5.637 5.616
S1 5.630 5.598

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

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