NYMEX Natural Gas Future September 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 4.638 4.533 -0.105 -2.3% 4.856
High 4.667 4.606 -0.061 -1.3% 4.856
Low 4.490 4.515 0.025 0.6% 4.478
Close 4.527 4.571 0.044 1.0% 4.519
Range 0.177 0.091 -0.086 -48.6% 0.378
ATR 0.191 0.184 -0.007 -3.7% 0.000
Volume 1,312 1,750 438 33.4% 4,653
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.837 4.795 4.621
R3 4.746 4.704 4.596
R2 4.655 4.655 4.588
R1 4.613 4.613 4.579 4.634
PP 4.564 4.564 4.564 4.575
S1 4.522 4.522 4.563 4.543
S2 4.473 4.473 4.554
S3 4.382 4.431 4.546
S4 4.291 4.340 4.521
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 4.675 4.478 0.197 4.3% 0.120 2.6% 47% False False 1,270
10 5.142 4.478 0.664 14.5% 0.142 3.1% 14% False False 1,285
20 5.392 4.478 0.914 20.0% 0.179 3.9% 10% False False 1,250
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.993
2.618 4.844
1.618 4.753
1.000 4.697
0.618 4.662
HIGH 4.606
0.618 4.571
0.500 4.561
0.382 4.550
LOW 4.515
0.618 4.459
1.000 4.424
1.618 4.368
2.618 4.277
4.250 4.128
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 4.568 4.583
PP 4.564 4.579
S1 4.561 4.575

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

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