NYMEX Natural Gas Future October 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 4.700 4.600 -0.100 -2.1% 4.920
High 4.754 4.794 0.040 0.8% 4.945
Low 4.633 4.600 -0.033 -0.7% 4.587
Close 4.678 4.771 0.093 2.0% 4.623
Range 0.121 0.194 0.073 60.3% 0.358
ATR 0.204 0.203 -0.001 -0.3% 0.000
Volume 4,606 3,666 -940 -20.4% 21,098
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.304 5.231 4.878
R3 5.110 5.037 4.824
R2 4.916 4.916 4.807
R1 4.843 4.843 4.789 4.880
PP 4.722 4.722 4.722 4.740
S1 4.649 4.649 4.753 4.686
S2 4.528 4.528 4.735
S3 4.334 4.455 4.718
S4 4.140 4.261 4.664
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.792 5.566 4.820
R3 5.434 5.208 4.721
R2 5.076 5.076 4.689
R1 4.850 4.850 4.656 4.784
PP 4.718 4.718 4.718 4.686
S1 4.492 4.492 4.590 4.426
S2 4.360 4.360 4.557
S3 4.002 4.134 4.525
S4 3.644 3.776 4.426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.830 4.587 0.243 5.1% 0.140 2.9% 76% False False 5,384
10 5.491 4.587 0.904 18.9% 0.178 3.7% 20% False False 5,319
20 5.499 4.587 0.912 19.1% 0.194 4.1% 20% False False 5,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.619
2.618 5.302
1.618 5.108
1.000 4.988
0.618 4.914
HIGH 4.794
0.618 4.720
0.500 4.697
0.382 4.674
LOW 4.600
0.618 4.480
1.000 4.406
1.618 4.286
2.618 4.092
4.250 3.776
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 4.746 4.744
PP 4.722 4.717
S1 4.697 4.691

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

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