NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 4.520 4.611 0.091 2.0% 5.115
High 4.618 4.615 -0.003 -0.1% 5.280
Low 4.480 4.381 -0.099 -2.2% 4.779
Close 4.585 4.466 -0.119 -2.6% 4.824
Range 0.138 0.234 0.096 69.6% 0.501
ATR 0.221 0.222 0.001 0.4% 0.000
Volume 2,745 4,425 1,680 61.2% 16,749
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.189 5.062 4.595
R3 4.955 4.828 4.530
R2 4.721 4.721 4.509
R1 4.594 4.594 4.487 4.541
PP 4.487 4.487 4.487 4.461
S1 4.360 4.360 4.445 4.307
S2 4.253 4.253 4.423
S3 4.019 4.126 4.402
S4 3.785 3.892 4.337
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 5.032 4.381 0.651 14.6% 0.177 4.0% 13% False True 3,277
10 5.280 4.381 0.899 20.1% 0.211 4.7% 9% False True 3,308
20 5.280 4.381 0.899 20.1% 0.213 4.8% 9% False True 3,047
40 6.521 4.381 2.140 47.9% 0.215 4.8% 4% False True 2,269
60 7.106 4.381 2.725 61.0% 0.210 4.7% 3% False True 1,968
80 7.708 4.381 3.327 74.5% 0.214 4.8% 3% False True 1,735
100 8.407 4.381 4.026 90.1% 0.208 4.7% 2% False True 1,559
120 9.110 4.381 4.729 105.9% 0.214 4.8% 2% False True 1,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.046
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.610
2.618 5.228
1.618 4.994
1.000 4.849
0.618 4.760
HIGH 4.615
0.618 4.526
0.500 4.498
0.382 4.470
LOW 4.381
0.618 4.236
1.000 4.147
1.618 4.002
2.618 3.768
4.250 3.387
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 4.498 4.549
PP 4.487 4.521
S1 4.477 4.494

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

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