NYMEX Natural Gas Future September 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 4.594 4.500 -0.094 -2.0% 4.856
High 4.623 4.675 0.052 1.1% 4.856
Low 4.531 4.500 -0.031 -0.7% 4.478
Close 4.574 4.668 0.094 2.1% 4.519
Range 0.092 0.175 0.083 90.2% 0.378
ATR 0.194 0.192 -0.001 -0.7% 0.000
Volume 1,127 885 -242 -21.5% 4,653
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.139 5.079 4.764
R3 4.964 4.904 4.716
R2 4.789 4.789 4.700
R1 4.729 4.729 4.684 4.759
PP 4.614 4.614 4.614 4.630
S1 4.554 4.554 4.652 4.584
S2 4.439 4.439 4.636
S3 4.264 4.379 4.620
S4 4.089 4.204 4.572
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 4.720 4.478 0.242 5.2% 0.127 2.7% 79% False False 1,209
10 5.361 4.478 0.883 18.9% 0.162 3.5% 22% False False 1,262
20 5.392 4.478 0.914 19.6% 0.181 3.9% 21% False False 1,211
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 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.419
2.618 5.133
1.618 4.958
1.000 4.850
0.618 4.783
HIGH 4.675
0.618 4.608
0.500 4.588
0.382 4.567
LOW 4.500
0.618 4.392
1.000 4.325
1.618 4.217
2.618 4.042
4.250 3.756
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 4.641 4.638
PP 4.614 4.607
S1 4.588 4.577

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

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