NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 4.290 4.343 0.053 1.2% 4.300
High 4.349 4.505 0.156 3.6% 4.505
Low 4.245 4.146 -0.099 -2.3% 4.146
Close 4.305 4.408 0.103 2.4% 4.408
Range 0.104 0.359 0.255 245.2% 0.359
ATR 0.210 0.221 0.011 5.0% 0.000
Volume 3,951 5,027 1,076 27.2% 23,325
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.430 5.278 4.605
R3 5.071 4.919 4.507
R2 4.712 4.712 4.474
R1 4.560 4.560 4.441 4.636
PP 4.353 4.353 4.353 4.391
S1 4.201 4.201 4.375 4.277
S2 3.994 3.994 4.342
S3 3.635 3.842 4.309
S4 3.276 3.483 4.211
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.430 5.278 4.605
R3 5.071 4.919 4.507
R2 4.712 4.712 4.474
R1 4.560 4.560 4.441 4.636
PP 4.353 4.353 4.353 4.391
S1 4.201 4.201 4.375 4.277
S2 3.994 3.994 4.342
S3 3.635 3.842 4.309
S4 3.276 3.483 4.211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.505 4.146 0.359 8.1% 0.203 4.6% 73% True True 4,665
10 4.770 4.146 0.624 14.2% 0.185 4.2% 42% False True 5,436
20 5.140 4.146 0.994 22.5% 0.219 5.0% 26% False True 5,048
40 6.413 4.146 2.267 51.4% 0.226 5.1% 12% False True 3,657
60 6.760 4.146 2.614 59.3% 0.213 4.8% 10% False True 2,935
80 7.599 4.146 3.453 78.3% 0.222 5.0% 8% False True 2,520
100 7.800 4.146 3.654 82.9% 0.218 5.0% 7% False True 2,264
120 8.545 4.146 4.399 99.8% 0.221 5.0% 6% False True 2,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 6.031
2.618 5.445
1.618 5.086
1.000 4.864
0.618 4.727
HIGH 4.505
0.618 4.368
0.500 4.326
0.382 4.283
LOW 4.146
0.618 3.924
1.000 3.787
1.618 3.565
2.618 3.206
4.250 2.620
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 4.381 4.381
PP 4.353 4.353
S1 4.326 4.326

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

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