NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 4.920 4.769 -0.151 -3.1% 5.326
High 4.945 4.830 -0.115 -2.3% 5.499
Low 4.750 4.700 -0.050 -1.1% 5.000
Close 4.807 4.809 0.002 0.0% 5.052
Range 0.195 0.130 -0.065 -33.3% 0.499
ATR 0.226 0.219 -0.007 -3.0% 0.000
Volume 2,449 3,699 1,250 51.0% 29,422
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.170 5.119 4.881
R3 5.040 4.989 4.845
R2 4.910 4.910 4.833
R1 4.859 4.859 4.821 4.885
PP 4.780 4.780 4.780 4.792
S1 4.729 4.729 4.797 4.755
S2 4.650 4.650 4.785
S3 4.520 4.599 4.773
S4 4.390 4.469 4.738
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 5.351 4.700 0.651 13.5% 0.183 3.8% 17% False True 5,003
10 5.499 4.700 0.799 16.6% 0.201 4.2% 14% False True 5,024
20 5.499 4.700 0.799 16.6% 0.202 4.2% 14% False True 4,569
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.045
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.383
2.618 5.170
1.618 5.040
1.000 4.960
0.618 4.910
HIGH 4.830
0.618 4.780
0.500 4.765
0.382 4.750
LOW 4.700
0.618 4.620
1.000 4.570
1.618 4.490
2.618 4.360
4.250 4.148
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 4.794 4.920
PP 4.780 4.883
S1 4.765 4.846

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

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