NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 4.300 4.225 -0.075 -1.7% 4.595
High 4.388 4.423 0.035 0.8% 4.595
Low 4.260 4.225 -0.035 -0.8% 4.200
Close 4.312 4.412 0.100 2.3% 4.252
Range 0.128 0.198 0.070 54.7% 0.395
ATR 0.219 0.218 -0.002 -0.7% 0.000
Volume 4,169 3,483 -686 -16.5% 17,774
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.947 4.878 4.521
R3 4.749 4.680 4.466
R2 4.551 4.551 4.448
R1 4.482 4.482 4.430 4.517
PP 4.353 4.353 4.353 4.371
S1 4.284 4.284 4.394 4.319
S2 4.155 4.155 4.376
S3 3.957 4.086 4.358
S4 3.759 3.888 4.303
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 4.500 4.200 0.300 6.8% 0.163 3.7% 71% False False 4,273
10 5.132 4.200 0.932 21.1% 0.198 4.5% 23% False False 5,459
20 5.140 4.200 0.940 21.3% 0.213 4.8% 23% False False 4,684
40 6.413 4.200 2.213 50.2% 0.217 4.9% 10% False False 3,352
60 6.995 4.200 2.795 63.3% 0.217 4.9% 8% False False 2,731
80 7.599 4.200 3.399 77.0% 0.226 5.1% 6% False False 2,382
100 8.249 4.200 4.049 91.8% 0.218 4.9% 5% False False 2,143
120 8.545 4.200 4.345 98.5% 0.221 5.0% 5% False False 1,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.265
2.618 4.941
1.618 4.743
1.000 4.621
0.618 4.545
HIGH 4.423
0.618 4.347
0.500 4.324
0.382 4.301
LOW 4.225
0.618 4.103
1.000 4.027
1.618 3.905
2.618 3.707
4.250 3.384
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 4.383 4.379
PP 4.353 4.345
S1 4.324 4.312

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

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