NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 4.395 4.494 0.099 2.3% 4.938
High 4.482 4.500 0.018 0.4% 5.140
Low 4.340 4.240 -0.100 -2.3% 4.640
Close 4.454 4.328 -0.126 -2.8% 4.685
Range 0.142 0.260 0.118 83.1% 0.500
ATR 0.231 0.233 0.002 0.9% 0.000
Volume 3,296 6,166 2,870 87.1% 33,726
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.136 4.992 4.471
R3 4.876 4.732 4.400
R2 4.616 4.616 4.376
R1 4.472 4.472 4.352 4.414
PP 4.356 4.356 4.356 4.327
S1 4.212 4.212 4.304 4.154
S2 4.096 4.096 4.280
S3 3.836 3.952 4.257
S4 3.576 3.692 4.185
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 4.897 4.240 0.657 15.2% 0.198 4.6% 13% False True 6,601
10 5.140 4.240 0.900 20.8% 0.226 5.2% 10% False True 5,498
20 5.140 4.240 0.900 20.8% 0.224 5.2% 10% False True 4,553
40 6.413 4.240 2.173 50.2% 0.225 5.2% 4% False True 3,158
60 6.995 4.240 2.755 63.7% 0.220 5.1% 3% False True 2,590
80 7.599 4.240 3.359 77.6% 0.227 5.2% 3% False True 2,287
100 8.300 4.240 4.060 93.8% 0.221 5.1% 2% False True 2,044
120 9.114 4.240 4.874 112.6% 0.226 5.2% 2% False True 1,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.605
2.618 5.181
1.618 4.921
1.000 4.760
0.618 4.661
HIGH 4.500
0.618 4.401
0.500 4.370
0.382 4.339
LOW 4.240
0.618 4.079
1.000 3.980
1.618 3.819
2.618 3.559
4.250 3.135
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 4.370 4.418
PP 4.356 4.388
S1 4.342 4.358

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

View Archives - Comment on this page... - Back to Index of Symbols