NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 4.818 4.582 -0.236 -4.9% 4.680
High 4.883 4.907 0.024 0.5% 4.891
Low 4.647 4.559 -0.088 -1.9% 4.607
Close 4.689 4.799 0.110 2.3% 4.689
Range 0.236 0.348 0.112 47.5% 0.284
ATR 0.228 0.237 0.009 3.7% 0.000
Volume 2,919 5,246 2,327 79.7% 13,827
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.799 5.647 4.990
R3 5.451 5.299 4.895
R2 5.103 5.103 4.863
R1 4.951 4.951 4.831 5.027
PP 4.755 4.755 4.755 4.793
S1 4.603 4.603 4.767 4.679
S2 4.407 4.407 4.735
S3 4.059 4.255 4.703
S4 3.711 3.907 4.608
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.581 5.419 4.845
R3 5.297 5.135 4.767
R2 5.013 5.013 4.741
R1 4.851 4.851 4.715 4.932
PP 4.729 4.729 4.729 4.770
S1 4.567 4.567 4.663 4.648
S2 4.445 4.445 4.637
S3 4.161 4.283 4.611
S4 3.877 3.999 4.533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.907 4.559 0.348 7.3% 0.232 4.8% 69% True True 3,311
10 5.054 4.559 0.495 10.3% 0.215 4.5% 48% False True 2,993
20 6.413 4.559 1.854 38.6% 0.225 4.7% 13% False True 2,543
40 6.544 4.559 1.985 41.4% 0.216 4.5% 12% False True 2,013
60 7.573 4.559 3.014 62.8% 0.223 4.6% 8% False True 1,771
80 7.599 4.559 3.040 63.3% 0.219 4.6% 8% False True 1,636
100 8.545 4.559 3.986 83.1% 0.221 4.6% 6% False True 1,473
120 9.170 4.559 4.611 96.1% 0.223 4.6% 5% False True 1,327
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 0.041
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.386
2.618 5.818
1.618 5.470
1.000 5.255
0.618 5.122
HIGH 4.907
0.618 4.774
0.500 4.733
0.382 4.692
LOW 4.559
0.618 4.344
1.000 4.211
1.618 3.996
2.618 3.648
4.250 3.080
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 4.777 4.777
PP 4.755 4.755
S1 4.733 4.733

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

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