NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 4.405 4.360 -0.045 -1.0% 4.473
High 4.485 4.619 0.134 3.0% 4.619
Low 4.388 4.290 -0.098 -2.2% 4.290
Close 4.447 4.545 0.098 2.2% 4.545
Range 0.097 0.329 0.232 239.2% 0.329
ATR 0.199 0.208 0.009 4.7% 0.000
Volume 14,117 4,799 -9,318 -66.0% 34,990
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.472 5.337 4.726
R3 5.143 5.008 4.635
R2 4.814 4.814 4.605
R1 4.679 4.679 4.575 4.747
PP 4.485 4.485 4.485 4.518
S1 4.350 4.350 4.515 4.418
S2 4.156 4.156 4.485
S3 3.827 4.021 4.455
S4 3.498 3.692 4.364
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.472 5.337 4.726
R3 5.143 5.008 4.635
R2 4.814 4.814 4.605
R1 4.679 4.679 4.575 4.747
PP 4.485 4.485 4.485 4.518
S1 4.350 4.350 4.515 4.418
S2 4.156 4.156 4.485
S3 3.827 4.021 4.455
S4 3.498 3.692 4.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.619 4.290 0.329 7.2% 0.188 4.1% 78% True True 6,998
10 4.865 4.290 0.575 12.7% 0.166 3.7% 44% False True 5,443
20 5.280 4.290 0.990 21.8% 0.206 4.5% 26% False True 4,577
40 6.521 4.290 2.231 49.1% 0.213 4.7% 11% False True 3,104
60 6.880 4.290 2.590 57.0% 0.201 4.4% 10% False True 2,529
80 7.708 4.290 3.418 75.2% 0.210 4.6% 7% False True 2,173
100 7.940 4.290 3.650 80.3% 0.207 4.5% 7% False True 1,938
120 8.626 4.290 4.336 95.4% 0.209 4.6% 6% False True 1,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 6.017
2.618 5.480
1.618 5.151
1.000 4.948
0.618 4.822
HIGH 4.619
0.618 4.493
0.500 4.455
0.382 4.416
LOW 4.290
0.618 4.087
1.000 3.961
1.618 3.758
2.618 3.429
4.250 2.892
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 4.515 4.515
PP 4.485 4.485
S1 4.455 4.455

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

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