NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 4.642 4.700 0.058 1.2% 4.920
High 4.653 4.754 0.101 2.2% 4.945
Low 4.587 4.633 0.046 1.0% 4.587
Close 4.623 4.678 0.055 1.2% 4.623
Range 0.066 0.121 0.055 83.3% 0.358
ATR 0.209 0.204 -0.006 -2.7% 0.000
Volume 8,102 4,606 -3,496 -43.1% 21,098
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.051 4.986 4.745
R3 4.930 4.865 4.711
R2 4.809 4.809 4.700
R1 4.744 4.744 4.689 4.716
PP 4.688 4.688 4.688 4.675
S1 4.623 4.623 4.667 4.595
S2 4.567 4.567 4.656
S3 4.446 4.502 4.645
S4 4.325 4.381 4.611
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.792 5.566 4.820
R3 5.434 5.208 4.721
R2 5.076 5.076 4.689
R1 4.850 4.850 4.656 4.784
PP 4.718 4.718 4.718 4.686
S1 4.492 4.492 4.590 4.426
S2 4.360 4.360 4.557
S3 4.002 4.134 4.525
S4 3.644 3.776 4.426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.945 4.587 0.358 7.7% 0.140 3.0% 25% False False 5,140
10 5.499 4.587 0.912 19.5% 0.181 3.9% 10% False False 5,512
20 5.499 4.587 0.912 19.5% 0.192 4.1% 10% False False 5,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.268
2.618 5.071
1.618 4.950
1.000 4.875
0.618 4.829
HIGH 4.754
0.618 4.708
0.500 4.694
0.382 4.679
LOW 4.633
0.618 4.558
1.000 4.512
1.618 4.437
2.618 4.316
4.250 4.119
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 4.694 4.696
PP 4.688 4.690
S1 4.683 4.684

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

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