NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 4.750 4.645 -0.105 -2.2% 4.920
High 4.772 4.716 -0.056 -1.2% 4.945
Low 4.600 4.628 0.028 0.6% 4.587
Close 4.634 4.674 0.040 0.9% 4.623
Range 0.172 0.088 -0.084 -48.8% 0.358
ATR 0.201 0.193 -0.008 -4.0% 0.000
Volume 4,133 5,791 1,658 40.1% 21,098
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 4.937 4.893 4.722
R3 4.849 4.805 4.698
R2 4.761 4.761 4.690
R1 4.717 4.717 4.682 4.739
PP 4.673 4.673 4.673 4.684
S1 4.629 4.629 4.666 4.651
S2 4.585 4.585 4.658
S3 4.497 4.541 4.650
S4 4.409 4.453 4.626
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 4.794 4.587 0.207 4.4% 0.128 2.7% 42% False False 5,259
10 5.260 4.587 0.673 14.4% 0.153 3.3% 13% False False 5,059
20 5.499 4.587 0.912 19.5% 0.191 4.1% 10% False False 5,080
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.090
2.618 4.946
1.618 4.858
1.000 4.804
0.618 4.770
HIGH 4.716
0.618 4.682
0.500 4.672
0.382 4.662
LOW 4.628
0.618 4.574
1.000 4.540
1.618 4.486
2.618 4.398
4.250 4.254
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 4.673 4.697
PP 4.673 4.689
S1 4.672 4.682

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

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