NYMEX Natural Gas Future June 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	4.494	4.289	-0.205	-4.6%	4.595
High	4.500	4.289	-0.211	-4.7%	4.595
Low	4.240	4.200	-0.040	-0.9%	4.200
Close	4.328	4.252	-0.076	-1.8%	4.252
Range	0.260	0.089	-0.171	-65.8%	0.395
ATR	0.233	0.226	-0.008	-3.2%	0.000
Volume	6,166	4,254	-1,912	-31.0%	17,774

Daily Pivots for day following 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.514	4.472	4.301
R3	4.425	4.383	4.276
R2	4.336	4.336	4.268
R1	4.294	4.294	4.260	4.271
PP	4.247	4.247	4.247	4.235
S1	4.205	4.205	4.244	4.182
S2	4.158	4.158	4.236
S3	4.069	4.116	4.228
S4	3.980	4.027	4.203

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.534	5.288	4.469
R3	5.139	4.893	4.361
R2	4.744	4.744	4.324
R1	4.498	4.498	4.288	4.424
PP	4.349	4.349	4.349	4.312
S1	4.103	4.103	4.216	4.029
S2	3.954	3.954	4.180
S3	3.559	3.708	4.143
S4	3.164	3.313	4.035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.770	4.200	0.570	13.4%	0.166	3.9%	9%	False	True	6,207
10	5.140	4.200	0.940	22.1%	0.216	5.1%	6%	False	True	5,575
20	5.140	4.200	0.940	22.1%	0.217	5.1%	6%	False	True	4,610
40	6.413	4.200	2.213	52.0%	0.224	5.3%	2%	False	True	3,227
60	6.995	4.200	2.795	65.7%	0.219	5.2%	2%	False	True	2,642
80	7.599	4.200	3.399	79.9%	0.226	5.3%	2%	False	True	2,330
100	8.249	4.200	4.049	95.2%	0.219	5.1%	1%	False	True	2,083
120	8.846	4.200	4.646	109.3%	0.222	5.2%	1%	False	True	1,841

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	0.044
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	4.667
2.618	4.522
1.618	4.433
1.000	4.378
0.618	4.344
HIGH	4.289
0.618	4.255
0.500	4.245
0.382	4.234
LOW	4.200
0.618	4.145
1.000	4.111
1.618	4.056
2.618	3.967
4.250	3.822

Fisher Pivots for day following 20-Feb-2009
Pivot	1 day	3 day
R1	4.250	4.350
PP	4.247	4.317
S1	4.245	4.285

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols