NYMEX Natural Gas Future August 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 4.551 4.485 -0.066 -1.5% 4.850
High 4.617 4.637 0.020 0.4% 4.850
Low 4.480 4.450 -0.030 -0.7% 4.438
Close 4.533 4.628 0.095 2.1% 4.478
Range 0.137 0.187 0.050 36.5% 0.412
ATR 0.201 0.200 -0.001 -0.5% 0.000
Volume 927 1,072 145 15.6% 5,693
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.133 5.067 4.731
R3 4.946 4.880 4.679
R2 4.759 4.759 4.662
R1 4.693 4.693 4.645 4.726
PP 4.572 4.572 4.572 4.588
S1 4.506 4.506 4.611 4.539
S2 4.385 4.385 4.594
S3 4.198 4.319 4.577
S4 4.011 4.132 4.525
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 4.700 4.438 0.262 5.7% 0.146 3.1% 73% False False 1,411
10 5.316 4.438 0.878 19.0% 0.179 3.9% 22% False False 1,395
20 5.350 4.438 0.912 19.7% 0.195 4.2% 21% False False 1,507
40 6.619 4.438 2.181 47.1% 0.198 4.3% 9% False False 1,183
60 7.153 4.438 2.715 58.7% 0.195 4.2% 7% False False 1,055
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.432
2.618 5.127
1.618 4.940
1.000 4.824
0.618 4.753
HIGH 4.637
0.618 4.566
0.500 4.544
0.382 4.521
LOW 4.450
0.618 4.334
1.000 4.263
1.618 4.147
2.618 3.960
4.250 3.655
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 4.600 4.598
PP 4.572 4.568
S1 4.544 4.538

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

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