NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 4.595 4.395 -0.200 -4.4% 4.938
High 4.595 4.482 -0.113 -2.5% 5.140
Low 4.385 4.340 -0.045 -1.0% 4.640
Close 4.440 4.454 0.014 0.3% 4.685
Range 0.210 0.142 -0.068 -32.4% 0.500
ATR 0.238 0.231 -0.007 -2.9% 0.000
Volume 4,058 3,296 -762 -18.8% 33,726
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.851 4.795 4.532
R3 4.709 4.653 4.493
R2 4.567 4.567 4.480
R1 4.511 4.511 4.467 4.539
PP 4.425 4.425 4.425 4.440
S1 4.369 4.369 4.441 4.397
S2 4.283 4.283 4.428
S3 4.141 4.227 4.415
S4 3.999 4.085 4.376
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.322 6.003 4.960
R3 5.822 5.503 4.823
R2 5.322 5.322 4.777
R1 5.003 5.003 4.731 4.913
PP 4.822 4.822 4.822 4.776
S1 4.503 4.503 4.639 4.413
S2 4.322 4.322 4.593
S3 3.822 4.003 4.548
S4 3.322 3.503 4.410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.998 4.340 0.658 14.8% 0.198 4.4% 17% False True 6,592
10 5.140 4.340 0.800 18.0% 0.217 4.9% 14% False True 5,446
20 5.140 4.340 0.800 18.0% 0.218 4.9% 14% False True 4,313
40 6.413 4.340 2.073 46.5% 0.225 5.1% 5% False True 3,074
60 6.995 4.340 2.655 59.6% 0.220 4.9% 4% False True 2,510
80 7.599 4.340 3.259 73.2% 0.226 5.1% 3% False True 2,216
100 8.476 4.340 4.136 92.9% 0.221 5.0% 3% False True 1,987
120 9.114 4.340 4.774 107.2% 0.226 5.1% 2% False True 1,759
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 0.056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.086
2.618 4.854
1.618 4.712
1.000 4.624
0.618 4.570
HIGH 4.482
0.618 4.428
0.500 4.411
0.382 4.394
LOW 4.340
0.618 4.252
1.000 4.198
1.618 4.110
2.618 3.968
4.250 3.737
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 4.440 4.555
PP 4.425 4.521
S1 4.411 4.488

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

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