NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 5.042 5.032 -0.010 -0.2% 4.749
High 5.126 5.032 -0.094 -1.8% 5.186
Low 4.886 4.795 -0.091 -1.9% 4.707
Close 4.953 4.877 -0.076 -1.5% 5.161
Range 0.240 0.237 -0.003 -1.3% 0.479
ATR 0.231 0.232 0.000 0.2% 0.000
Volume 2,926 3,206 280 9.6% 20,059
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.612 5.482 5.007
R3 5.375 5.245 4.942
R2 5.138 5.138 4.920
R1 5.008 5.008 4.899 4.955
PP 4.901 4.901 4.901 4.875
S1 4.771 4.771 4.855 4.718
S2 4.664 4.664 4.834
S3 4.427 4.534 4.812
S4 4.190 4.297 4.747
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.455 6.287 5.424
R3 5.976 5.808 5.293
R2 5.497 5.497 5.249
R1 5.329 5.329 5.205 5.413
PP 5.018 5.018 5.018 5.060
S1 4.850 4.850 5.117 4.934
S2 4.539 4.539 5.073
S3 4.060 4.371 5.029
S4 3.581 3.892 4.898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.280 4.795 0.485 9.9% 0.255 5.2% 17% False True 3,419
10 5.280 4.707 0.573 11.7% 0.245 5.0% 30% False False 3,710
20 5.366 4.707 0.659 13.5% 0.206 4.2% 26% False False 2,636
40 6.521 4.707 1.814 37.2% 0.217 4.4% 9% False False 2,074
60 7.121 4.707 2.414 49.5% 0.212 4.3% 7% False False 1,821
80 7.708 4.707 3.001 61.5% 0.217 4.4% 6% False False 1,610
100 8.598 4.707 3.891 79.8% 0.211 4.3% 4% False False 1,450
120 9.240 4.707 4.533 92.9% 0.215 4.4% 4% False False 1,300
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.039
2.618 5.652
1.618 5.415
1.000 5.269
0.618 5.178
HIGH 5.032
0.618 4.941
0.500 4.914
0.382 4.886
LOW 4.795
0.618 4.649
1.000 4.558
1.618 4.412
2.618 4.175
4.250 3.788
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 4.914 5.032
PP 4.901 4.980
S1 4.889 4.929

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

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