NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 4.890 4.927 0.037 0.8% 4.582
High 4.988 5.068 0.080 1.6% 5.068
Low 4.800 4.784 -0.016 -0.3% 4.559
Close 4.904 5.030 0.126 2.6% 5.030
Range 0.188 0.284 0.096 51.1% 0.509
ATR 0.231 0.235 0.004 1.6% 0.000
Volume 3,485 4,257 772 22.2% 23,231
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.813 5.705 5.186
R3 5.529 5.421 5.108
R2 5.245 5.245 5.082
R1 5.137 5.137 5.056 5.191
PP 4.961 4.961 4.961 4.988
S1 4.853 4.853 5.004 4.907
S2 4.677 4.677 4.978
S3 4.393 4.569 4.952
S4 4.109 4.285 4.874
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.413 6.230 5.310
R3 5.904 5.721 5.170
R2 5.395 5.395 5.123
R1 5.212 5.212 5.077 5.304
PP 4.886 4.886 4.886 4.931
S1 4.703 4.703 4.983 4.795
S2 4.377 4.377 4.937
S3 3.868 4.194 4.890
S4 3.359 3.685 4.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.068 4.559 0.509 10.1% 0.252 5.0% 93% True False 4,646
10 5.068 4.559 0.509 10.1% 0.225 4.5% 93% True False 3,705
20 5.824 4.559 1.265 25.1% 0.213 4.2% 37% False False 3,108
40 6.413 4.559 1.854 36.9% 0.218 4.3% 25% False False 2,294
60 7.346 4.559 2.787 55.4% 0.225 4.5% 17% False False 2,004
80 7.599 4.559 3.040 60.4% 0.224 4.4% 15% False False 1,788
100 8.545 4.559 3.986 79.2% 0.222 4.4% 12% False False 1,630
120 9.114 4.559 4.555 90.6% 0.222 4.4% 10% False False 1,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.064
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.275
2.618 5.812
1.618 5.528
1.000 5.352
0.618 5.244
HIGH 5.068
0.618 4.960
0.500 4.926
0.382 4.892
LOW 4.784
0.618 4.608
1.000 4.500
1.618 4.324
2.618 4.040
4.250 3.577
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 4.995 4.995
PP 4.961 4.961
S1 4.926 4.926

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

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