NYMEX Natural Gas Future August 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 4.850 4.601 -0.249 -5.1% 5.195
High 4.850 4.691 -0.159 -3.3% 5.350
Low 4.608 4.575 -0.033 -0.7% 4.868
Close 4.667 4.672 0.005 0.1% 4.914
Range 0.242 0.116 -0.126 -52.1% 0.482
ATR 0.220 0.213 -0.007 -3.4% 0.000
Volume 634 1,464 830 130.9% 8,331
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.994 4.949 4.736
R3 4.878 4.833 4.704
R2 4.762 4.762 4.693
R1 4.717 4.717 4.683 4.740
PP 4.646 4.646 4.646 4.657
S1 4.601 4.601 4.661 4.624
S2 4.530 4.530 4.651
S3 4.414 4.485 4.640
S4 4.298 4.369 4.608
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.490 6.184 5.179
R3 6.008 5.702 5.047
R2 5.526 5.526 5.002
R1 5.220 5.220 4.958 5.132
PP 5.044 5.044 5.044 5.000
S1 4.738 4.738 4.870 4.650
S2 4.562 4.562 4.826
S3 4.080 4.256 4.781
S4 3.598 3.774 4.649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.201 4.575 0.626 13.4% 0.183 3.9% 15% False True 1,410
10 5.350 4.575 0.775 16.6% 0.201 4.3% 13% False True 1,604
20 5.350 4.575 0.775 16.6% 0.201 4.3% 13% False True 1,368
40 6.619 4.575 2.044 43.8% 0.209 4.5% 5% False True 1,124
60 7.153 4.575 2.578 55.2% 0.196 4.2% 4% False True 1,021
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 True
Bull Hook False
Stretch 0.029
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.184
2.618 4.995
1.618 4.879
1.000 4.807
0.618 4.763
HIGH 4.691
0.618 4.647
0.500 4.633
0.382 4.619
LOW 4.575
0.618 4.503
1.000 4.459
1.618 4.387
2.618 4.271
4.250 4.082
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 4.659 4.784
PP 4.646 4.746
S1 4.633 4.709

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

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