NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 6.260 6.066 -0.194 -3.1% 6.380
High 6.260 6.091 -0.169 -2.7% 6.550
Low 6.130 5.886 -0.244 -4.0% 6.130
Close 6.169 5.937 -0.232 -3.8% 6.169
Range 0.130 0.205 0.075 57.7% 0.420
ATR 0.175 0.182 0.008 4.4% 0.000
Volume 1,305 433 -872 -66.8% 8,994
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.586 6.467 6.050
R3 6.381 6.262 5.993
R2 6.176 6.176 5.975
R1 6.057 6.057 5.956 6.014
PP 5.971 5.971 5.971 5.950
S1 5.852 5.852 5.918 5.809
S2 5.766 5.766 5.899
S3 5.561 5.647 5.881
S4 5.356 5.442 5.824
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 7.543 7.276 6.400
R3 7.123 6.856 6.285
R2 6.703 6.703 6.246
R1 6.436 6.436 6.208 6.360
PP 6.283 6.283 6.283 6.245
S1 6.016 6.016 6.131 5.940
S2 5.863 5.863 6.092
S3 5.443 5.596 6.054
S4 5.023 5.176 5.938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.550 5.886 0.664 11.2% 0.187 3.2% 8% False True 1,460
10 6.550 5.886 0.664 11.2% 0.159 2.7% 8% False True 1,662
20 6.560 5.886 0.674 11.4% 0.162 2.7% 8% False True 1,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.962
2.618 6.628
1.618 6.423
1.000 6.296
0.618 6.218
HIGH 6.091
0.618 6.013
0.500 5.989
0.382 5.964
LOW 5.886
0.618 5.759
1.000 5.681
1.618 5.554
2.618 5.349
4.250 5.015
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 5.989 6.116
PP 5.971 6.056
S1 5.954 5.997

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

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