NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 4.494 4.289 -0.205 -4.6% 4.595
High 4.500 4.289 -0.211 -4.7% 4.595
Low 4.240 4.200 -0.040 -0.9% 4.200
Close 4.328 4.252 -0.076 -1.8% 4.252
Range 0.260 0.089 -0.171 -65.8% 0.395
ATR 0.233 0.226 -0.008 -3.2% 0.000
Volume 6,166 4,254 -1,912 -31.0% 17,774
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.514 4.472 4.301
R3 4.425 4.383 4.276
R2 4.336 4.336 4.268
R1 4.294 4.294 4.260 4.271
PP 4.247 4.247 4.247 4.235
S1 4.205 4.205 4.244 4.182
S2 4.158 4.158 4.236
S3 4.069 4.116 4.228
S4 3.980 4.027 4.203
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.534 5.288 4.469
R3 5.139 4.893 4.361
R2 4.744 4.744 4.324
R1 4.498 4.498 4.288 4.424
PP 4.349 4.349 4.349 4.312
S1 4.103 4.103 4.216 4.029
S2 3.954 3.954 4.180
S3 3.559 3.708 4.143
S4 3.164 3.313 4.035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.770 4.200 0.570 13.4% 0.166 3.9% 9% False True 6,207
10 5.140 4.200 0.940 22.1% 0.216 5.1% 6% False True 5,575
20 5.140 4.200 0.940 22.1% 0.217 5.1% 6% False True 4,610
40 6.413 4.200 2.213 52.0% 0.224 5.3% 2% False True 3,227
60 6.995 4.200 2.795 65.7% 0.219 5.2% 2% False True 2,642
80 7.599 4.200 3.399 79.9% 0.226 5.3% 2% False True 2,330
100 8.249 4.200 4.049 95.2% 0.219 5.1% 1% False True 2,083
120 8.846 4.200 4.646 109.3% 0.222 5.2% 1% False True 1,841
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 0.044
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4.667
2.618 4.522
1.618 4.433
1.000 4.378
0.618 4.344
HIGH 4.289
0.618 4.255
0.500 4.245
0.382 4.234
LOW 4.200
0.618 4.145
1.000 4.111
1.618 4.056
2.618 3.967
4.250 3.822
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 4.250 4.350
PP 4.247 4.317
S1 4.245 4.285

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

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