NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 5.755 5.709 -0.046 -0.8% 5.778
High 5.800 5.751 -0.049 -0.8% 6.106
Low 5.665 5.658 -0.007 -0.1% 5.665
Close 5.672 5.679 0.007 0.1% 5.672
Range 0.135 0.093 -0.042 -31.1% 0.441
ATR 0.173 0.167 -0.006 -3.3% 0.000
Volume 4,372 1,204 -3,168 -72.5% 19,625
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.975 5.920 5.730
R3 5.882 5.827 5.705
R2 5.789 5.789 5.696
R1 5.734 5.734 5.688 5.715
PP 5.696 5.696 5.696 5.687
S1 5.641 5.641 5.670 5.622
S2 5.603 5.603 5.662
S3 5.510 5.548 5.653
S4 5.417 5.455 5.628
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 7.137 6.846 5.915
R3 6.696 6.405 5.793
R2 6.255 6.255 5.753
R1 5.964 5.964 5.712 5.889
PP 5.814 5.814 5.814 5.777
S1 5.523 5.523 5.632 5.448
S2 5.373 5.373 5.591
S3 4.932 5.082 5.551
S4 4.491 4.641 5.429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.979 5.658 0.321 5.7% 0.139 2.4% 7% False True 3,628
10 6.106 5.372 0.734 12.9% 0.165 2.9% 42% False False 2,989
20 6.106 5.263 0.843 14.8% 0.164 2.9% 49% False False 3,055
40 6.410 5.230 1.180 20.8% 0.145 2.5% 38% False False 2,493
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 10 trading days
Fibonacci Retracements and Extensions
4.250 6.146
2.618 5.994
1.618 5.901
1.000 5.844
0.618 5.808
HIGH 5.751
0.618 5.715
0.500 5.705
0.382 5.694
LOW 5.658
0.618 5.601
1.000 5.565
1.618 5.508
2.618 5.415
4.250 5.263
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 5.705 5.803
PP 5.696 5.762
S1 5.688 5.720

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

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