NYMEX Natural Gas Future December 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 5.750 5.700 -0.050 -0.9% 5.800
High 5.804 5.910 0.106 1.8% 5.910
Low 5.730 5.624 -0.106 -1.8% 5.624
Close 5.776 5.845 0.069 1.2% 5.845
Range 0.074 0.286 0.212 286.5% 0.286
ATR 0.158 0.167 0.009 5.8% 0.000
Volume 1,953 1,022 -931 -47.7% 7,559
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.534 6.002
R3 6.365 6.248 5.924
R2 6.079 6.079 5.897
R1 5.962 5.962 5.871 6.021
PP 5.793 5.793 5.793 5.822
S1 5.676 5.676 5.819 5.735
S2 5.507 5.507 5.793
S3 5.221 5.390 5.766
S4 4.935 5.104 5.688
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.534 6.002
R3 6.365 6.248 5.924
R2 6.079 6.079 5.897
R1 5.962 5.962 5.871 6.021
PP 5.793 5.793 5.793 5.822
S1 5.676 5.676 5.819 5.735
S2 5.507 5.507 5.793
S3 5.221 5.390 5.766
S4 4.935 5.104 5.688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.910 5.624 0.286 4.9% 0.152 2.6% 77% True True 1,511
10 6.260 5.624 0.636 10.9% 0.141 2.4% 35% False True 1,626
20 6.550 5.624 0.926 15.8% 0.150 2.6% 24% False True 1,692
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 0.021
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 7.126
2.618 6.659
1.618 6.373
1.000 6.196
0.618 6.087
HIGH 5.910
0.618 5.801
0.500 5.767
0.382 5.733
LOW 5.624
0.618 5.447
1.000 5.338
1.618 5.161
2.618 4.875
4.250 4.409
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 5.819 5.819
PP 5.793 5.793
S1 5.767 5.767

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

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