NYMEX Natural Gas Future August 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 4.478 4.551 0.073 1.6% 4.850
High 4.506 4.617 0.111 2.5% 4.850
Low 4.438 4.480 0.042 0.9% 4.438
Close 4.478 4.533 0.055 1.2% 4.478
Range 0.068 0.137 0.069 101.5% 0.412
ATR 0.206 0.201 -0.005 -2.3% 0.000
Volume 2,015 927 -1,088 -54.0% 5,693
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.954 4.881 4.608
R3 4.817 4.744 4.571
R2 4.680 4.680 4.558
R1 4.607 4.607 4.546 4.575
PP 4.543 4.543 4.543 4.528
S1 4.470 4.470 4.520 4.438
S2 4.406 4.406 4.508
S3 4.269 4.333 4.495
S4 4.132 4.196 4.458
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.825 5.563 4.705
R3 5.413 5.151 4.591
R2 5.001 5.001 4.554
R1 4.739 4.739 4.516 4.664
PP 4.589 4.589 4.589 4.551
S1 4.327 4.327 4.440 4.252
S2 4.177 4.177 4.402
S3 3.765 3.915 4.365
S4 3.353 3.503 4.251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.850 4.438 0.412 9.1% 0.157 3.5% 23% False False 1,324
10 5.350 4.438 0.912 20.1% 0.181 4.0% 10% False False 1,495
20 5.350 4.438 0.912 20.1% 0.194 4.3% 10% False False 1,488
40 6.619 4.438 2.181 48.1% 0.202 4.4% 4% False False 1,170
60 7.153 4.438 2.715 59.9% 0.195 4.3% 3% False False 1,049
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.199
2.618 4.976
1.618 4.839
1.000 4.754
0.618 4.702
HIGH 4.617
0.618 4.565
0.500 4.549
0.382 4.532
LOW 4.480
0.618 4.395
1.000 4.343
1.618 4.258
2.618 4.121
4.250 3.898
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 4.549 4.569
PP 4.543 4.557
S1 4.538 4.545

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

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