NYMEX Natural Gas Future October 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 4.645 4.590 -0.055 -1.2% 4.700
High 4.716 4.861 0.145 3.1% 4.861
Low 4.628 4.513 -0.115 -2.5% 4.513
Close 4.674 4.765 0.091 1.9% 4.765
Range 0.088 0.348 0.260 295.5% 0.348
ATR 0.193 0.204 0.011 5.8% 0.000
Volume 5,791 5,664 -127 -2.2% 23,860
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.757 5.609 4.956
R3 5.409 5.261 4.861
R2 5.061 5.061 4.829
R1 4.913 4.913 4.797 4.987
PP 4.713 4.713 4.713 4.750
S1 4.565 4.565 4.733 4.639
S2 4.365 4.365 4.701
S3 4.017 4.217 4.669
S4 3.669 3.869 4.574
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.757 5.609 4.956
R3 5.409 5.261 4.861
R2 5.061 5.061 4.829
R1 4.913 4.913 4.797 4.987
PP 4.713 4.713 4.713 4.750
S1 4.565 4.565 4.733 4.639
S2 4.365 4.365 4.701
S3 4.017 4.217 4.669
S4 3.669 3.869 4.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.861 4.513 0.348 7.3% 0.185 3.9% 72% True True 4,772
10 5.140 4.513 0.627 13.2% 0.164 3.4% 40% False True 5,007
20 5.499 4.513 0.986 20.7% 0.198 4.2% 26% False True 5,240
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 False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 6.340
2.618 5.772
1.618 5.424
1.000 5.209
0.618 5.076
HIGH 4.861
0.618 4.728
0.500 4.687
0.382 4.646
LOW 4.513
0.618 4.298
1.000 4.165
1.618 3.950
2.618 3.602
4.250 3.034
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 4.739 4.739
PP 4.713 4.713
S1 4.687 4.687

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

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