NYMEX Natural Gas Future September 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 4.491 4.594 0.103 2.3% 4.856
High 4.545 4.623 0.078 1.7% 4.856
Low 4.478 4.531 0.053 1.2% 4.478
Close 4.519 4.574 0.055 1.2% 4.519
Range 0.067 0.092 0.025 37.3% 0.378
ATR 0.201 0.194 -0.007 -3.4% 0.000
Volume 1,278 1,127 -151 -11.8% 4,653
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.852 4.805 4.625
R3 4.760 4.713 4.599
R2 4.668 4.668 4.591
R1 4.621 4.621 4.582 4.599
PP 4.576 4.576 4.576 4.565
S1 4.529 4.529 4.566 4.507
S2 4.484 4.484 4.557
S3 4.392 4.437 4.549
S4 4.300 4.345 4.523
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.752 5.513 4.727
R3 5.374 5.135 4.623
R2 4.996 4.996 4.588
R1 4.757 4.757 4.554 4.688
PP 4.618 4.618 4.618 4.583
S1 4.379 4.379 4.484 4.310
S2 4.240 4.240 4.450
S3 3.862 4.001 4.415
S4 3.484 3.623 4.311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.856 4.478 0.378 8.3% 0.128 2.8% 25% False False 1,156
10 5.392 4.478 0.914 20.0% 0.165 3.6% 11% False False 1,323
20 5.392 4.478 0.914 20.0% 0.180 3.9% 11% False False 1,201
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.014
2.618 4.864
1.618 4.772
1.000 4.715
0.618 4.680
HIGH 4.623
0.618 4.588
0.500 4.577
0.382 4.566
LOW 4.531
0.618 4.474
1.000 4.439
1.618 4.382
2.618 4.290
4.250 4.140
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 4.577 4.592
PP 4.576 4.586
S1 4.575 4.580

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

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