NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 5.037 5.115 0.078 1.5% 4.749
High 5.186 5.280 0.094 1.8% 5.186
Low 4.922 5.055 0.133 2.7% 4.707
Close 5.161 5.216 0.055 1.1% 5.161
Range 0.264 0.225 -0.039 -14.8% 0.479
ATR 0.224 0.224 0.000 0.0% 0.000
Volume 4,068 3,889 -179 -4.4% 20,059
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.859 5.762 5.340
R3 5.634 5.537 5.278
R2 5.409 5.409 5.257
R1 5.312 5.312 5.237 5.361
PP 5.184 5.184 5.184 5.208
S1 5.087 5.087 5.195 5.136
S2 4.959 4.959 5.175
S3 4.734 4.862 5.154
S4 4.509 4.637 5.092
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 5.280 4.798 0.482 9.2% 0.223 4.3% 87% True False 3,969
10 5.280 4.707 0.573 11.0% 0.223 4.3% 89% True False 3,344
20 5.925 4.707 1.218 23.4% 0.202 3.9% 42% False False 2,545
40 6.521 4.707 1.814 34.8% 0.208 4.0% 28% False False 1,947
60 7.121 4.707 2.414 46.3% 0.212 4.1% 21% False False 1,735
80 7.708 4.707 3.001 57.5% 0.212 4.1% 17% False False 1,536
100 8.598 4.707 3.891 74.6% 0.211 4.1% 13% False False 1,384
120 9.240 4.707 4.533 86.9% 0.212 4.1% 11% False False 1,240
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.236
2.618 5.869
1.618 5.644
1.000 5.505
0.618 5.419
HIGH 5.280
0.618 5.194
0.500 5.168
0.382 5.141
LOW 5.055
0.618 4.916
1.000 4.830
1.618 4.691
2.618 4.466
4.250 4.099
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 5.200 5.178
PP 5.184 5.139
S1 5.168 5.101

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

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