NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	4.366	4.473	0.107	2.5%	4.650
High	4.424	4.527	0.103	2.3%	4.717
Low	4.354	4.404	0.050	1.1%	4.354
Close	4.391	4.451	0.060	1.4%	4.391
Range	0.070	0.123	0.053	75.7%	0.363
ATR	0.214	0.209	-0.006	-2.6%	0.000
Volume	6,269	2,326	-3,943	-62.9%	15,727

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.830	4.763	4.519
R3	4.707	4.640	4.485
R2	4.584	4.584	4.474
R1	4.517	4.517	4.462	4.489
PP	4.461	4.461	4.461	4.447
S1	4.394	4.394	4.440	4.366
S2	4.338	4.338	4.428
S3	4.215	4.271	4.417
S4	4.092	4.148	4.383

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	4.717	4.354	0.363	8.2%	0.151	3.4%	27%	False	False	3,610
10	5.280	4.354	0.926	20.8%	0.185	4.2%	10%	False	False	3,480
20	5.280	4.354	0.926	20.8%	0.201	4.5%	10%	False	False	3,276
40	6.521	4.354	2.167	48.7%	0.207	4.6%	4%	False	False	2,410
60	7.106	4.354	2.752	61.8%	0.207	4.7%	4%	False	False	2,067
80	7.708	4.354	3.354	75.4%	0.213	4.8%	3%	False	False	1,812
100	8.373	4.354	4.019	90.3%	0.206	4.6%	2%	False	False	1,637
120	8.626	4.354	4.272	96.0%	0.210	4.7%	2%	False	False	1,459

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	0.038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.050
2.618	4.849
1.618	4.726
1.000	4.650
0.618	4.603
HIGH	4.527
0.618	4.480
0.500	4.466
0.382	4.451
LOW	4.404
0.618	4.328
1.000	4.281
1.618	4.205
2.618	4.082
4.250	3.881

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	4.466	4.485
PP	4.461	4.473
S1	4.456	4.462

Download as Excel Spreadsheet

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

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