NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 5.032 4.854 -0.178 -3.5% 5.115
High 5.032 4.865 -0.167 -3.3% 5.280
Low 4.795 4.779 -0.016 -0.3% 4.779
Close 4.877 4.824 -0.053 -1.1% 4.824
Range 0.237 0.086 -0.151 -63.7% 0.501
ATR 0.232 0.222 -0.010 -4.1% 0.000
Volume 3,206 3,722 516 16.1% 16,749
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.081 5.038 4.871
R3 4.995 4.952 4.848
R2 4.909 4.909 4.840
R1 4.866 4.866 4.832 4.845
PP 4.823 4.823 4.823 4.812
S1 4.780 4.780 4.816 4.759
S2 4.737 4.737 4.808
S3 4.651 4.694 4.800
S4 4.565 4.608 4.777
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.464 6.145 5.100
R3 5.963 5.644 4.962
R2 5.462 5.462 4.916
R1 5.143 5.143 4.870 5.052
PP 4.961 4.961 4.961 4.916
S1 4.642 4.642 4.778 4.551
S2 4.460 4.460 4.732
S3 3.959 4.141 4.686
S4 3.458 3.640 4.548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.280 4.779 0.501 10.4% 0.219 4.5% 9% False True 3,349
10 5.280 4.707 0.573 11.9% 0.231 4.8% 20% False False 3,680
20 5.280 4.707 0.573 11.9% 0.200 4.1% 20% False False 2,750
40 6.521 4.707 1.814 37.6% 0.216 4.5% 6% False False 2,141
60 7.121 4.707 2.414 50.0% 0.211 4.4% 5% False False 1,872
80 7.708 4.707 3.001 62.2% 0.214 4.4% 4% False False 1,643
100 8.598 4.707 3.891 80.7% 0.210 4.3% 3% False False 1,485
120 9.240 4.707 4.533 94.0% 0.213 4.4% 3% False False 1,329
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 0.043
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.231
2.618 5.090
1.618 5.004
1.000 4.951
0.618 4.918
HIGH 4.865
0.618 4.832
0.500 4.822
0.382 4.812
LOW 4.779
0.618 4.726
1.000 4.693
1.618 4.640
2.618 4.554
4.250 4.414
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 4.823 4.953
PP 4.823 4.910
S1 4.822 4.867

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

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