NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 5.215 5.243 0.028 0.5% 5.000
High 5.351 5.260 -0.091 -1.7% 5.438
Low 5.129 5.030 -0.099 -1.9% 4.976
Close 5.190 5.109 -0.081 -1.6% 5.394
Range 0.222 0.230 0.008 3.6% 0.462
ATR 0.226 0.226 0.000 0.1% 0.000
Volume 7,570 6,176 -1,394 -18.4% 26,352
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.823 5.696 5.236
R3 5.593 5.466 5.172
R2 5.363 5.363 5.151
R1 5.236 5.236 5.130 5.185
PP 5.133 5.133 5.133 5.107
S1 5.006 5.006 5.088 4.955
S2 4.903 4.903 5.067
S3 4.673 4.776 5.046
S4 4.443 4.546 4.983
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.655 6.487 5.648
R3 6.193 6.025 5.521
R2 5.731 5.731 5.479
R1 5.563 5.563 5.436 5.647
PP 5.269 5.269 5.269 5.312
S1 5.101 5.101 5.352 5.185
S2 4.807 4.807 5.309
S3 4.345 4.639 5.267
S4 3.883 4.177 5.140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.499 5.030 0.469 9.2% 0.243 4.8% 17% False True 5,909
10 5.499 4.976 0.523 10.2% 0.231 4.5% 25% False False 5,472
20 5.650 4.976 0.674 13.2% 0.206 4.0% 20% False False 4,529
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.238
2.618 5.862
1.618 5.632
1.000 5.490
0.618 5.402
HIGH 5.260
0.618 5.172
0.500 5.145
0.382 5.118
LOW 5.030
0.618 4.888
1.000 4.800
1.618 4.658
2.618 4.428
4.250 4.053
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 5.145 5.261
PP 5.133 5.210
S1 5.121 5.160

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

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