NYMEX Natural Gas Future December 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 5.800 5.726 -0.074 -1.3% 6.066
High 5.820 5.866 0.046 0.8% 6.091
Low 5.700 5.726 0.026 0.5% 5.676
Close 5.763 5.846 0.083 1.4% 5.723
Range 0.120 0.140 0.020 16.7% 0.415
ATR 0.168 0.166 -0.002 -1.2% 0.000
Volume 1,106 2,339 1,233 111.5% 7,398
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.233 6.179 5.923
R3 6.093 6.039 5.885
R2 5.953 5.953 5.872
R1 5.899 5.899 5.859 5.926
PP 5.813 5.813 5.813 5.826
S1 5.759 5.759 5.833 5.786
S2 5.673 5.673 5.820
S3 5.533 5.619 5.808
S4 5.393 5.479 5.769
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 7.075 6.814 5.951
R3 6.660 6.399 5.837
R2 6.245 6.245 5.799
R1 5.984 5.984 5.761 5.907
PP 5.830 5.830 5.830 5.792
S1 5.569 5.569 5.685 5.492
S2 5.415 5.415 5.647
S3 5.000 5.154 5.609
S4 4.585 4.739 5.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.901 5.676 0.225 3.8% 0.115 2.0% 76% False False 2,082
10 6.550 5.676 0.874 15.0% 0.151 2.6% 19% False False 1,771
20 6.550 5.676 0.874 15.0% 0.147 2.5% 19% False False 1,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.461
2.618 6.233
1.618 6.093
1.000 6.006
0.618 5.953
HIGH 5.866
0.618 5.813
0.500 5.796
0.382 5.779
LOW 5.726
0.618 5.639
1.000 5.586
1.618 5.499
2.618 5.359
4.250 5.131
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 5.829 5.821
PP 5.813 5.796
S1 5.796 5.771

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

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