NYMEX Natural Gas Future July 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 4.854 4.650 -0.204 -4.2% 5.115
High 4.865 4.717 -0.148 -3.0% 5.280
Low 4.779 4.526 -0.253 -5.3% 4.779
Close 4.824 4.577 -0.247 -5.1% 4.824
Range 0.086 0.191 0.105 122.1% 0.501
ATR 0.222 0.227 0.005 2.4% 0.000
Volume 3,722 2,288 -1,434 -38.5% 16,749
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.180 5.069 4.682
R3 4.989 4.878 4.630
R2 4.798 4.798 4.612
R1 4.687 4.687 4.595 4.647
PP 4.607 4.607 4.607 4.587
S1 4.496 4.496 4.559 4.456
S2 4.416 4.416 4.542
S3 4.225 4.305 4.524
S4 4.034 4.114 4.472
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 5.269 4.526 0.743 16.2% 0.212 4.6% 7% False True 3,029
10 5.280 4.526 0.754 16.5% 0.218 4.8% 7% False True 3,499
20 5.280 4.526 0.754 16.5% 0.209 4.6% 7% False True 2,793
40 6.521 4.526 1.995 43.6% 0.217 4.7% 3% False True 2,164
60 7.121 4.526 2.595 56.7% 0.211 4.6% 2% False True 1,892
80 7.708 4.526 3.182 69.5% 0.214 4.7% 2% False True 1,659
100 8.587 4.526 4.061 88.7% 0.210 4.6% 1% False True 1,505
120 9.240 4.526 4.714 103.0% 0.214 4.7% 1% False True 1,344
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 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.529
2.618 5.217
1.618 5.026
1.000 4.908
0.618 4.835
HIGH 4.717
0.618 4.644
0.500 4.622
0.382 4.599
LOW 4.526
0.618 4.408
1.000 4.335
1.618 4.217
2.618 4.026
4.250 3.714
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 4.622 4.779
PP 4.607 4.712
S1 4.592 4.644

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

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