NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 5.140 4.920 -0.220 -4.3% 5.326
High 5.140 4.945 -0.195 -3.8% 5.499
Low 5.000 4.750 -0.250 -5.0% 5.000
Close 5.052 4.807 -0.245 -4.8% 5.052
Range 0.140 0.195 0.055 39.3% 0.499
ATR 0.220 0.226 0.006 2.6% 0.000
Volume 5,121 2,449 -2,672 -52.2% 29,422
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.419 5.308 4.914
R3 5.224 5.113 4.861
R2 5.029 5.029 4.843
R1 4.918 4.918 4.825 4.876
PP 4.834 4.834 4.834 4.813
S1 4.723 4.723 4.789 4.681
S2 4.639 4.639 4.771
S3 4.444 4.528 4.753
S4 4.249 4.333 4.700
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.681 6.365 5.326
R3 6.182 5.866 5.189
R2 5.683 5.683 5.143
R1 5.367 5.367 5.098 5.276
PP 5.184 5.184 5.184 5.138
S1 4.868 4.868 5.006 4.777
S2 4.685 4.685 4.961
S3 4.186 4.369 4.915
S4 3.687 3.870 4.778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.491 4.750 0.741 15.4% 0.216 4.5% 8% False True 5,255
10 5.499 4.750 0.749 15.6% 0.212 4.4% 8% False True 5,301
20 5.499 4.750 0.749 15.6% 0.205 4.3% 8% False True 4,521
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 0.046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.774
2.618 5.456
1.618 5.261
1.000 5.140
0.618 5.066
HIGH 4.945
0.618 4.871
0.500 4.848
0.382 4.824
LOW 4.750
0.618 4.629
1.000 4.555
1.618 4.434
2.618 4.239
4.250 3.921
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 4.848 5.005
PP 4.834 4.939
S1 4.821 4.873

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

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