NYMEX Natural Gas Future August 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 5.044 5.195 0.151 3.0% 4.815
High 5.285 5.350 0.065 1.2% 5.285
Low 5.007 5.138 0.131 2.6% 4.795
Close 5.243 5.299 0.056 1.1% 5.243
Range 0.278 0.212 -0.066 -23.7% 0.490
ATR 0.219 0.218 0.000 -0.2% 0.000
Volume 2,604 2,073 -531 -20.4% 8,701
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.898 5.811 5.416
R3 5.686 5.599 5.357
R2 5.474 5.474 5.338
R1 5.387 5.387 5.318 5.431
PP 5.262 5.262 5.262 5.284
S1 5.175 5.175 5.280 5.219
S2 5.050 5.050 5.260
S3 4.838 4.963 5.241
S4 4.626 4.751 5.182
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.578 6.400 5.513
R3 6.088 5.910 5.378
R2 5.598 5.598 5.333
R1 5.420 5.420 5.288 5.509
PP 5.108 5.108 5.108 5.152
S1 4.930 4.930 5.198 5.019
S2 4.618 4.618 5.153
S3 4.128 4.440 5.108
S4 3.638 3.950 4.974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.350 4.897 0.453 8.5% 0.208 3.9% 89% True False 1,875
10 5.350 4.795 0.555 10.5% 0.211 4.0% 91% True False 1,620
20 6.030 4.795 1.235 23.3% 0.203 3.8% 41% False False 1,257
40 6.619 4.795 1.824 34.4% 0.201 3.8% 28% False False 1,036
60 7.230 4.795 2.435 46.0% 0.198 3.7% 21% False False 958
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.251
2.618 5.905
1.618 5.693
1.000 5.562
0.618 5.481
HIGH 5.350
0.618 5.269
0.500 5.244
0.382 5.219
LOW 5.138
0.618 5.007
1.000 4.926
1.618 4.795
2.618 4.583
4.250 4.237
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 5.281 5.259
PP 5.262 5.219
S1 5.244 5.179

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

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