NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 4.601 4.490 -0.111 -2.4% 4.850
High 4.626 4.562 -0.064 -1.4% 4.850
Low 4.450 4.463 0.013 0.3% 4.438
Close 4.480 4.528 0.048 1.1% 4.478
Range 0.176 0.099 -0.077 -43.8% 0.412
ATR 0.199 0.192 -0.007 -3.6% 0.000
Volume 1,641 1,727 86 5.2% 5,693
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.815 4.770 4.582
R3 4.716 4.671 4.555
R2 4.617 4.617 4.546
R1 4.572 4.572 4.537 4.595
PP 4.518 4.518 4.518 4.529
S1 4.473 4.473 4.519 4.496
S2 4.419 4.419 4.510
S3 4.320 4.374 4.501
S4 4.221 4.275 4.474
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 4.637 4.438 0.199 4.4% 0.133 2.9% 45% False False 1,476
10 5.102 4.438 0.664 14.7% 0.159 3.5% 14% False False 1,456
20 5.350 4.438 0.912 20.1% 0.193 4.3% 10% False False 1,563
40 6.619 4.438 2.181 48.2% 0.203 4.5% 4% False False 1,256
60 6.987 4.438 2.549 56.3% 0.193 4.3% 4% False False 1,087
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.983
2.618 4.821
1.618 4.722
1.000 4.661
0.618 4.623
HIGH 4.562
0.618 4.524
0.500 4.513
0.382 4.501
LOW 4.463
0.618 4.402
1.000 4.364
1.618 4.303
2.618 4.204
4.250 4.042
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 4.523 4.544
PP 4.518 4.538
S1 4.513 4.533

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

View Archives - Comment on this page... - Back to Index of Symbols