NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 5.709 5.717 0.008 0.1% 5.778
High 5.751 5.732 -0.019 -0.3% 6.106
Low 5.658 5.609 -0.049 -0.9% 5.665
Close 5.679 5.636 -0.043 -0.8% 5.672
Range 0.093 0.123 0.030 32.3% 0.441
ATR 0.167 0.164 -0.003 -1.9% 0.000
Volume 1,204 1,656 452 37.5% 19,625
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.028 5.955 5.704
R3 5.905 5.832 5.670
R2 5.782 5.782 5.659
R1 5.709 5.709 5.647 5.684
PP 5.659 5.659 5.659 5.647
S1 5.586 5.586 5.625 5.561
S2 5.536 5.536 5.613
S3 5.413 5.463 5.602
S4 5.290 5.340 5.568
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 5.609 0.370 6.6% 0.137 2.4% 7% False True 3,013
10 6.106 5.372 0.734 13.0% 0.165 2.9% 36% False False 3,021
20 6.106 5.263 0.843 15.0% 0.164 2.9% 44% False False 3,068
40 6.329 5.230 1.099 19.5% 0.142 2.5% 37% False False 2,487
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.255
2.618 6.054
1.618 5.931
1.000 5.855
0.618 5.808
HIGH 5.732
0.618 5.685
0.500 5.671
0.382 5.656
LOW 5.609
0.618 5.533
1.000 5.486
1.618 5.410
2.618 5.287
4.250 5.086
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 5.671 5.705
PP 5.659 5.682
S1 5.648 5.659

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

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