NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 4.992 4.850 -0.142 -2.8% 5.195
High 4.992 4.850 -0.142 -2.8% 5.350
Low 4.868 4.608 -0.260 -5.3% 4.868
Close 4.914 4.667 -0.247 -5.0% 4.914
Range 0.124 0.242 0.118 95.2% 0.482
ATR 0.214 0.220 0.007 3.1% 0.000
Volume 2,178 634 -1,544 -70.9% 8,331
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.434 5.293 4.800
R3 5.192 5.051 4.734
R2 4.950 4.950 4.711
R1 4.809 4.809 4.689 4.759
PP 4.708 4.708 4.708 4.683
S1 4.567 4.567 4.645 4.517
S2 4.466 4.466 4.623
S3 4.224 4.325 4.600
S4 3.982 4.083 4.534
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.490 6.184 5.179
R3 6.008 5.702 5.047
R2 5.526 5.526 5.002
R1 5.220 5.220 4.958 5.132
PP 5.044 5.044 5.044 5.000
S1 4.738 4.738 4.870 4.650
S2 4.562 4.562 4.826
S3 4.080 4.256 4.781
S4 3.598 3.774 4.649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.316 4.608 0.708 15.2% 0.212 4.5% 8% False True 1,378
10 5.350 4.608 0.742 15.9% 0.210 4.5% 8% False True 1,627
20 5.350 4.608 0.742 15.9% 0.204 4.4% 8% False True 1,331
40 6.619 4.608 2.011 43.1% 0.210 4.5% 3% False True 1,107
60 7.211 4.608 2.603 55.8% 0.197 4.2% 2% False True 1,024
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 0.035
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.879
2.618 5.484
1.618 5.242
1.000 5.092
0.618 5.000
HIGH 4.850
0.618 4.758
0.500 4.729
0.382 4.700
LOW 4.608
0.618 4.458
1.000 4.366
1.618 4.216
2.618 3.974
4.250 3.580
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 4.729 4.855
PP 4.708 4.792
S1 4.688 4.730

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

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