NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 4.611 4.366 -0.245 -5.3% 4.650
High 4.615 4.424 -0.191 -4.1% 4.717
Low 4.381 4.354 -0.027 -0.6% 4.354
Close 4.466 4.391 -0.075 -1.7% 4.391
Range 0.234 0.070 -0.164 -70.1% 0.363
ATR 0.222 0.214 -0.008 -3.5% 0.000
Volume 4,425 6,269 1,844 41.7% 15,727
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.600 4.565 4.430
R3 4.530 4.495 4.410
R2 4.460 4.460 4.404
R1 4.425 4.425 4.397 4.443
PP 4.390 4.390 4.390 4.398
S1 4.355 4.355 4.385 4.373
S2 4.320 4.320 4.378
S3 4.250 4.285 4.372
S4 4.180 4.215 4.353
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.576 5.347 4.591
R3 5.213 4.984 4.491
R2 4.850 4.850 4.458
R1 4.621 4.621 4.424 4.554
PP 4.487 4.487 4.487 4.454
S1 4.258 4.258 4.358 4.191
S2 4.124 4.124 4.324
S3 3.761 3.895 4.291
S4 3.398 3.532 4.191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.865 4.354 0.511 11.6% 0.144 3.3% 7% False True 3,889
10 5.280 4.354 0.926 21.1% 0.199 4.5% 4% False True 3,654
20 5.280 4.354 0.926 21.1% 0.204 4.7% 4% False True 3,249
40 6.521 4.354 2.167 49.4% 0.213 4.9% 2% False True 2,379
60 7.106 4.354 2.752 62.7% 0.208 4.7% 1% False True 2,041
80 7.708 4.354 3.354 76.4% 0.213 4.9% 1% False True 1,805
100 8.373 4.354 4.019 91.5% 0.207 4.7% 1% False True 1,619
120 8.975 4.354 4.621 105.2% 0.211 4.8% 1% False True 1,445
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 0.044
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.722
2.618 4.607
1.618 4.537
1.000 4.494
0.618 4.467
HIGH 4.424
0.618 4.397
0.500 4.389
0.382 4.381
LOW 4.354
0.618 4.311
1.000 4.284
1.618 4.241
2.618 4.171
4.250 4.057
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 4.390 4.486
PP 4.390 4.454
S1 4.389 4.423

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

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