NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 4.843 4.860 0.017 0.4% 4.582
High 4.998 4.897 -0.101 -2.0% 5.068
Low 4.740 4.647 -0.093 -2.0% 4.559
Close 4.811 4.737 -0.074 -1.5% 5.030
Range 0.258 0.250 -0.008 -3.1% 0.509
ATR 0.241 0.241 0.001 0.3% 0.000
Volume 6,123 6,224 101 1.6% 23,231
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.510 5.374 4.875
R3 5.260 5.124 4.806
R2 5.010 5.010 4.783
R1 4.874 4.874 4.760 4.817
PP 4.760 4.760 4.760 4.732
S1 4.624 4.624 4.714 4.567
S2 4.510 4.510 4.691
S3 4.260 4.374 4.668
S4 4.010 4.124 4.600
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.413 6.230 5.310
R3 5.904 5.721 5.170
R2 5.395 5.395 5.123
R1 5.212 5.212 5.077 5.304
PP 4.886 4.886 4.886 4.931
S1 4.703 4.703 4.983 4.795
S2 4.377 4.377 4.937
S3 3.868 4.194 4.890
S4 3.359 3.685 4.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.140 4.647 0.493 10.4% 0.265 5.6% 18% False True 4,944
10 5.140 4.559 0.581 12.3% 0.254 5.4% 31% False False 4,661
20 5.255 4.559 0.696 14.7% 0.224 4.7% 26% False False 3,628
40 6.413 4.559 1.854 39.1% 0.227 4.8% 10% False False 2,659
60 6.995 4.559 2.436 51.4% 0.221 4.7% 7% False False 2,267
80 7.599 4.559 3.040 64.2% 0.228 4.8% 6% False False 1,984
100 8.510 4.559 3.951 83.4% 0.222 4.7% 5% False False 1,795
120 9.114 4.559 4.555 96.2% 0.225 4.8% 4% False False 1,591
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.067
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.960
2.618 5.552
1.618 5.302
1.000 5.147
0.618 5.052
HIGH 4.897
0.618 4.802
0.500 4.772
0.382 4.743
LOW 4.647
0.618 4.493
1.000 4.397
1.618 4.243
2.618 3.993
4.250 3.585
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 4.772 4.890
PP 4.760 4.839
S1 4.749 4.788

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

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