NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 5.165 5.140 -0.025 -0.5% 5.220
High 5.221 5.346 0.125 2.4% 5.346
Low 5.152 5.050 -0.102 -2.0% 5.050
Close 5.204 5.280 0.076 1.5% 5.280
Range 0.069 0.296 0.227 329.0% 0.296
ATR 0.165 0.174 0.009 5.7% 0.000
Volume 1,055 445 -610 -57.8% 4,560
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.113 5.993 5.443
R3 5.817 5.697 5.361
R2 5.521 5.521 5.334
R1 5.401 5.401 5.307 5.461
PP 5.225 5.225 5.225 5.256
S1 5.105 5.105 5.253 5.165
S2 4.929 4.929 5.226
S3 4.633 4.809 5.199
S4 4.337 4.513 5.117
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.113 5.993 5.443
R3 5.817 5.697 5.361
R2 5.521 5.521 5.334
R1 5.401 5.401 5.307 5.461
PP 5.225 5.225 5.225 5.256
S1 5.105 5.105 5.253 5.165
S2 4.929 4.929 5.226
S3 4.633 4.809 5.199
S4 4.337 4.513 5.117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.346 5.050 0.296 5.6% 0.153 2.9% 78% True True 912
10 5.690 5.050 0.640 12.1% 0.147 2.8% 36% False True 904
20 5.975 5.050 0.925 17.5% 0.165 3.1% 25% False True 1,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 6.604
2.618 6.121
1.618 5.825
1.000 5.642
0.618 5.529
HIGH 5.346
0.618 5.233
0.500 5.198
0.382 5.163
LOW 5.050
0.618 4.867
1.000 4.754
1.618 4.571
2.618 4.275
4.250 3.792
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 5.253 5.253
PP 5.225 5.225
S1 5.198 5.198

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

View Archives - Comment on this page... - Back to Index of Symbols