NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 4.289 4.300 0.011 0.3% 4.595
High 4.289 4.388 0.099 2.3% 4.595
Low 4.200 4.260 0.060 1.4% 4.200
Close 4.252 4.312 0.060 1.4% 4.252
Range 0.089 0.128 0.039 43.8% 0.395
ATR 0.226 0.219 -0.006 -2.8% 0.000
Volume 4,254 4,169 -85 -2.0% 17,774
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.704 4.636 4.382
R3 4.576 4.508 4.347
R2 4.448 4.448 4.335
R1 4.380 4.380 4.324 4.414
PP 4.320 4.320 4.320 4.337
S1 4.252 4.252 4.300 4.286
S2 4.192 4.192 4.289
S3 4.064 4.124 4.277
S4 3.936 3.996 4.242
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 4.595 4.200 0.395 9.2% 0.166 3.8% 28% False False 4,388
10 5.140 4.200 0.940 21.8% 0.200 4.6% 12% False False 5,566
20 5.140 4.200 0.940 21.8% 0.213 4.9% 12% False False 4,636
40 6.413 4.200 2.213 51.3% 0.219 5.1% 5% False False 3,291
60 6.995 4.200 2.795 64.8% 0.219 5.1% 4% False False 2,699
80 7.599 4.200 3.399 78.8% 0.226 5.2% 3% False False 2,363
100 8.249 4.200 4.049 93.9% 0.217 5.0% 3% False False 2,119
120 8.545 4.200 4.345 100.8% 0.221 5.1% 3% False False 1,868
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.932
2.618 4.723
1.618 4.595
1.000 4.516
0.618 4.467
HIGH 4.388
0.618 4.339
0.500 4.324
0.382 4.309
LOW 4.260
0.618 4.181
1.000 4.132
1.618 4.053
2.618 3.925
4.250 3.716
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 4.324 4.350
PP 4.320 4.337
S1 4.316 4.325

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

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