NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 5.778 5.791 0.013 0.2% 5.567
High 6.106 5.920 -0.186 -3.0% 5.662
Low 5.778 5.788 0.010 0.2% 5.372
Close 5.911 5.905 -0.006 -0.1% 5.631
Range 0.328 0.132 -0.196 -59.8% 0.290
ATR 0.179 0.176 -0.003 -1.9% 0.000
Volume 2,689 4,730 2,041 75.9% 10,741
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.267 6.218 5.978
R3 6.135 6.086 5.941
R2 6.003 6.003 5.929
R1 5.954 5.954 5.917 5.979
PP 5.871 5.871 5.871 5.883
S1 5.822 5.822 5.893 5.847
S2 5.739 5.739 5.881
S3 5.607 5.690 5.869
S4 5.475 5.558 5.832
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.425 6.318 5.791
R3 6.135 6.028 5.711
R2 5.845 5.845 5.684
R1 5.738 5.738 5.658 5.792
PP 5.555 5.555 5.555 5.582
S1 5.448 5.448 5.604 5.502
S2 5.265 5.265 5.578
S3 4.975 5.158 5.551
S4 4.685 4.868 5.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.106 5.372 0.734 12.4% 0.192 3.3% 73% False False 3,029
10 6.106 5.372 0.734 12.4% 0.171 2.9% 73% False False 3,031
20 6.106 5.230 0.876 14.8% 0.152 2.6% 77% False False 2,832
40 6.410 5.230 1.180 20.0% 0.148 2.5% 57% False False 2,346
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.481
2.618 6.266
1.618 6.134
1.000 6.052
0.618 6.002
HIGH 5.920
0.618 5.870
0.500 5.854
0.382 5.838
LOW 5.788
0.618 5.706
1.000 5.656
1.618 5.574
2.618 5.442
4.250 5.227
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 5.888 5.878
PP 5.871 5.851
S1 5.854 5.824

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

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