NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 5.822 5.695 -0.127 -2.2% 6.066
High 5.831 5.745 -0.086 -1.5% 6.091
Low 5.695 5.676 -0.019 -0.3% 5.676
Close 5.761 5.723 -0.038 -0.7% 5.723
Range 0.136 0.069 -0.067 -49.3% 0.415
ATR 0.179 0.172 -0.007 -3.7% 0.000
Volume 1,770 4,069 2,299 129.9% 7,398
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.922 5.891 5.761
R3 5.853 5.822 5.742
R2 5.784 5.784 5.736
R1 5.753 5.753 5.729 5.769
PP 5.715 5.715 5.715 5.722
S1 5.684 5.684 5.717 5.700
S2 5.646 5.646 5.710
S3 5.577 5.615 5.704
S4 5.508 5.546 5.685
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 7.075 6.814 5.951
R3 6.660 6.399 5.837
R2 6.245 6.245 5.799
R1 5.984 5.984 5.761 5.907
PP 5.830 5.830 5.830 5.792
S1 5.569 5.569 5.685 5.492
S2 5.415 5.415 5.647
S3 5.000 5.154 5.609
S4 4.585 4.739 5.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.260 5.676 0.584 10.2% 0.130 2.3% 8% False True 1,740
10 6.550 5.676 0.874 15.3% 0.154 2.7% 5% False True 1,759
20 6.550 5.676 0.874 15.3% 0.150 2.6% 5% False True 1,627
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 False
Bull Hook False
Stretch 0.027
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 6.038
2.618 5.926
1.618 5.857
1.000 5.814
0.618 5.788
HIGH 5.745
0.618 5.719
0.500 5.711
0.382 5.702
LOW 5.676
0.618 5.633
1.000 5.607
1.618 5.564
2.618 5.495
4.250 5.383
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 5.719 5.789
PP 5.715 5.767
S1 5.711 5.745

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

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