NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 4.473 4.370 -0.103 -2.3% 4.650
High 4.527 4.582 0.055 1.2% 4.717
Low 4.404 4.370 -0.034 -0.8% 4.354
Close 4.451 4.551 0.100 2.2% 4.391
Range 0.123 0.212 0.089 72.4% 0.363
ATR 0.209 0.209 0.000 0.1% 0.000
Volume 2,326 5,820 3,494 150.2% 15,727
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.137 5.056 4.668
R3 4.925 4.844 4.609
R2 4.713 4.713 4.590
R1 4.632 4.632 4.570 4.673
PP 4.501 4.501 4.501 4.521
S1 4.420 4.420 4.532 4.461
S2 4.289 4.289 4.512
S3 4.077 4.208 4.493
S4 3.865 3.996 4.434
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 4.618 4.354 0.264 5.8% 0.155 3.4% 75% False False 4,317
10 5.269 4.354 0.915 20.1% 0.184 4.0% 22% False False 3,673
20 5.280 4.354 0.926 20.3% 0.203 4.5% 21% False False 3,508
40 6.521 4.354 2.167 47.6% 0.204 4.5% 9% False False 2,516
60 7.106 4.354 2.752 60.5% 0.206 4.5% 7% False False 2,140
80 7.708 4.354 3.354 73.7% 0.213 4.7% 6% False False 1,874
100 8.373 4.354 4.019 88.3% 0.207 4.5% 5% False False 1,690
120 8.626 4.354 4.272 93.9% 0.209 4.6% 5% False False 1,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.483
2.618 5.137
1.618 4.925
1.000 4.794
0.618 4.713
HIGH 4.582
0.618 4.501
0.500 4.476
0.382 4.451
LOW 4.370
0.618 4.239
1.000 4.158
1.618 4.027
2.618 3.815
4.250 3.469
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 4.526 4.523
PP 4.501 4.496
S1 4.476 4.468

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

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