NYMEX Natural Gas Future August 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 4.490 4.450 -0.040 -0.9% 4.551
High 4.562 4.717 0.155 3.4% 4.717
Low 4.463 4.370 -0.093 -2.1% 4.370
Close 4.528 4.626 0.098 2.2% 4.626
Range 0.099 0.347 0.248 250.5% 0.347
ATR 0.192 0.203 0.011 5.8% 0.000
Volume 1,727 1,801 74 4.3% 7,168
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.612 5.466 4.817
R3 5.265 5.119 4.721
R2 4.918 4.918 4.690
R1 4.772 4.772 4.658 4.845
PP 4.571 4.571 4.571 4.608
S1 4.425 4.425 4.594 4.498
S2 4.224 4.224 4.562
S3 3.877 4.078 4.531
S4 3.530 3.731 4.435
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.612 5.466 4.817
R3 5.265 5.119 4.721
R2 4.918 4.918 4.690
R1 4.772 4.772 4.658 4.845
PP 4.571 4.571 4.571 4.608
S1 4.425 4.425 4.594 4.498
S2 4.224 4.224 4.562
S3 3.877 4.078 4.531
S4 3.530 3.731 4.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.717 4.370 0.347 7.5% 0.189 4.1% 74% True True 1,433
10 4.992 4.370 0.622 13.4% 0.172 3.7% 41% False True 1,503
20 5.350 4.370 0.980 21.2% 0.199 4.3% 26% False True 1,566
40 6.619 4.370 2.249 48.6% 0.209 4.5% 11% False True 1,228
60 6.987 4.370 2.617 56.6% 0.195 4.2% 10% False True 1,114
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 False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 6.192
2.618 5.625
1.618 5.278
1.000 5.064
0.618 4.931
HIGH 4.717
0.618 4.584
0.500 4.544
0.382 4.503
LOW 4.370
0.618 4.156
1.000 4.023
1.618 3.809
2.618 3.462
4.250 2.895
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 4.599 4.599
PP 4.571 4.571
S1 4.544 4.544

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

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