NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 4.815 5.021 0.206 4.3% 4.930
High 5.120 5.105 -0.015 -0.3% 5.098
Low 4.795 4.897 0.102 2.1% 4.829
Close 5.017 5.032 0.015 0.3% 4.914
Range 0.325 0.208 -0.117 -36.0% 0.269
ATR 0.221 0.220 -0.001 -0.4% 0.000
Volume 1,395 1,689 294 21.1% 6,115
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.635 5.542 5.146
R3 5.427 5.334 5.089
R2 5.219 5.219 5.070
R1 5.126 5.126 5.051 5.173
PP 5.011 5.011 5.011 5.035
S1 4.918 4.918 5.013 4.965
S2 4.803 4.803 4.994
S3 4.595 4.710 4.975
S4 4.387 4.502 4.918
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.754 5.603 5.062
R3 5.485 5.334 4.988
R2 5.216 5.216 4.963
R1 5.065 5.065 4.939 5.006
PP 4.947 4.947 4.947 4.918
S1 4.796 4.796 4.889 4.737
S2 4.678 4.678 4.865
S3 4.409 4.527 4.840
S4 4.140 4.258 4.766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.120 4.795 0.325 6.5% 0.233 4.6% 73% False False 1,539
10 5.260 4.795 0.465 9.2% 0.202 4.0% 51% False False 1,131
20 6.619 4.795 1.824 36.2% 0.213 4.2% 13% False False 1,041
40 6.619 4.795 1.824 36.2% 0.196 3.9% 13% False False 944
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.989
2.618 5.650
1.618 5.442
1.000 5.313
0.618 5.234
HIGH 5.105
0.618 5.026
0.500 5.001
0.382 4.976
LOW 4.897
0.618 4.768
1.000 4.689
1.618 4.560
2.618 4.352
4.250 4.013
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 5.022 5.007
PP 5.011 4.982
S1 5.001 4.958

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

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