NYMEX Natural Gas Future June 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 4.740 4.595 -0.145 -3.1% 4.938
High 4.770 4.595 -0.175 -3.7% 5.140
Low 4.640 4.385 -0.255 -5.5% 4.640
Close 4.685 4.440 -0.245 -5.2% 4.685
Range 0.130 0.210 0.080 61.5% 0.500
ATR 0.233 0.238 0.005 2.0% 0.000
Volume 13,261 4,058 -9,203 -69.4% 33,726
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.103 4.982 4.556
R3 4.893 4.772 4.498
R2 4.683 4.683 4.479
R1 4.562 4.562 4.459 4.518
PP 4.473 4.473 4.473 4.451
S1 4.352 4.352 4.421 4.308
S2 4.263 4.263 4.402
S3 4.053 4.142 4.382
S4 3.843 3.932 4.325
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.322 6.003 4.960
R3 5.822 5.503 4.823
R2 5.322 5.322 4.777
R1 5.003 5.003 4.731 4.913
PP 4.822 4.822 4.822 4.776
S1 4.503 4.503 4.639 4.413
S2 4.322 4.322 4.593
S3 3.822 4.003 4.548
S4 3.322 3.503 4.410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.132 4.385 0.747 16.8% 0.232 5.2% 7% False True 6,645
10 5.140 4.385 0.755 17.0% 0.229 5.2% 7% False True 5,576
20 5.140 4.385 0.755 17.0% 0.222 5.0% 7% False True 4,285
40 6.413 4.385 2.028 45.7% 0.226 5.1% 3% False True 3,019
60 6.995 4.385 2.610 58.8% 0.220 5.0% 2% False True 2,507
80 7.599 4.385 3.214 72.4% 0.227 5.1% 2% False True 2,180
100 8.476 4.385 4.091 92.1% 0.221 5.0% 1% False True 1,964
120 9.114 4.385 4.729 106.5% 0.225 5.1% 1% False True 1,733
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.488
2.618 5.145
1.618 4.935
1.000 4.805
0.618 4.725
HIGH 4.595
0.618 4.515
0.500 4.490
0.382 4.465
LOW 4.385
0.618 4.255
1.000 4.175
1.618 4.045
2.618 3.835
4.250 3.493
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 4.490 4.641
PP 4.473 4.574
S1 4.457 4.507

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

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