NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 4.650 4.520 -0.130 -2.8% 5.115
High 4.717 4.618 -0.099 -2.1% 5.280
Low 4.526 4.480 -0.046 -1.0% 4.779
Close 4.577 4.585 0.008 0.2% 4.824
Range 0.191 0.138 -0.053 -27.7% 0.501
ATR 0.227 0.221 -0.006 -2.8% 0.000
Volume 2,288 2,745 457 20.0% 16,749
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.975 4.918 4.661
R3 4.837 4.780 4.623
R2 4.699 4.699 4.610
R1 4.642 4.642 4.598 4.671
PP 4.561 4.561 4.561 4.575
S1 4.504 4.504 4.572 4.533
S2 4.423 4.423 4.560
S3 4.285 4.366 4.547
S4 4.147 4.228 4.509
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 5.126 4.480 0.646 14.1% 0.178 3.9% 16% False True 2,977
10 5.280 4.480 0.800 17.4% 0.204 4.5% 13% False True 3,269
20 5.280 4.480 0.800 17.4% 0.208 4.5% 13% False True 2,876
40 6.521 4.480 2.041 44.5% 0.216 4.7% 5% False True 2,203
60 7.106 4.480 2.626 57.3% 0.211 4.6% 4% False True 1,918
80 7.708 4.480 3.228 70.4% 0.214 4.7% 3% False True 1,682
100 8.587 4.480 4.107 89.6% 0.209 4.6% 3% False True 1,520
120 9.240 4.480 4.760 103.8% 0.214 4.7% 2% False True 1,364
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 True
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.205
2.618 4.979
1.618 4.841
1.000 4.756
0.618 4.703
HIGH 4.618
0.618 4.565
0.500 4.549
0.382 4.533
LOW 4.480
0.618 4.395
1.000 4.342
1.618 4.257
2.618 4.119
4.250 3.894
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 4.573 4.673
PP 4.561 4.643
S1 4.549 4.614

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

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