NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 4.600 4.750 0.150 3.3% 4.920
High 4.794 4.772 -0.022 -0.5% 4.945
Low 4.600 4.600 0.000 0.0% 4.587
Close 4.771 4.634 -0.137 -2.9% 4.623
Range 0.194 0.172 -0.022 -11.3% 0.358
ATR 0.203 0.201 -0.002 -1.1% 0.000
Volume 3,666 4,133 467 12.7% 21,098
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.185 5.081 4.729
R3 5.013 4.909 4.681
R2 4.841 4.841 4.666
R1 4.737 4.737 4.650 4.703
PP 4.669 4.669 4.669 4.652
S1 4.565 4.565 4.618 4.531
S2 4.497 4.497 4.602
S3 4.325 4.393 4.587
S4 4.153 4.221 4.539
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 4.805 4.587 0.218 4.7% 0.148 3.2% 22% False False 5,471
10 5.351 4.587 0.764 16.5% 0.166 3.6% 6% False False 5,237
20 5.499 4.587 0.912 19.7% 0.197 4.2% 5% False False 5,032
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.503
2.618 5.222
1.618 5.050
1.000 4.944
0.618 4.878
HIGH 4.772
0.618 4.706
0.500 4.686
0.382 4.666
LOW 4.600
0.618 4.494
1.000 4.428
1.618 4.322
2.618 4.150
4.250 3.869
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 4.686 4.697
PP 4.669 4.676
S1 4.651 4.655

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

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