NYMEX Natural Gas Future July 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 5.087 5.037 -0.050 -1.0% 4.749
High 5.123 5.186 0.063 1.2% 5.186
Low 4.935 4.922 -0.013 -0.3% 4.707
Close 5.037 5.161 0.124 2.5% 5.161
Range 0.188 0.264 0.076 40.4% 0.479
ATR 0.221 0.224 0.003 1.4% 0.000
Volume 2,814 4,068 1,254 44.6% 20,059
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.882 5.785 5.306
R3 5.618 5.521 5.234
R2 5.354 5.354 5.209
R1 5.257 5.257 5.185 5.306
PP 5.090 5.090 5.090 5.114
S1 4.993 4.993 5.137 5.042
S2 4.826 4.826 5.113
S3 4.562 4.729 5.088
S4 4.298 4.465 5.016
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.455 6.287 5.424
R3 5.976 5.808 5.293
R2 5.497 5.497 5.249
R1 5.329 5.329 5.205 5.413
PP 5.018 5.018 5.018 5.060
S1 4.850 4.850 5.117 4.934
S2 4.539 4.539 5.073
S3 4.060 4.371 5.029
S4 3.581 3.892 4.898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.186 4.707 0.479 9.3% 0.243 4.7% 95% True False 4,011
10 5.186 4.707 0.479 9.3% 0.217 4.2% 95% True False 3,072
20 5.977 4.707 1.270 24.6% 0.203 3.9% 36% False False 2,470
40 6.521 4.707 1.814 35.1% 0.207 4.0% 25% False False 1,932
60 7.440 4.707 2.733 53.0% 0.214 4.2% 17% False False 1,685
80 7.708 4.707 3.001 58.1% 0.211 4.1% 15% False False 1,495
100 8.598 4.707 3.891 75.4% 0.211 4.1% 12% False False 1,350
120 9.240 4.707 4.533 87.8% 0.211 4.1% 10% False False 1,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.308
2.618 5.877
1.618 5.613
1.000 5.450
0.618 5.349
HIGH 5.186
0.618 5.085
0.500 5.054
0.382 5.023
LOW 4.922
0.618 4.759
1.000 4.658
1.618 4.495
2.618 4.231
4.250 3.800
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 5.125 5.125
PP 5.090 5.090
S1 5.054 5.054

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

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