NYMEX Natural Gas Future October 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 5.000 5.240 0.240 4.8% 5.110
High 5.292 5.310 0.018 0.3% 5.278
Low 4.976 5.065 0.089 1.8% 5.020
Close 5.187 5.198 0.011 0.2% 5.097
Range 0.316 0.245 -0.071 -22.5% 0.258
ATR 0.226 0.227 0.001 0.6% 0.000
Volume 5,212 6,470 1,258 24.1% 18,788
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.926 5.807 5.333
R3 5.681 5.562 5.265
R2 5.436 5.436 5.243
R1 5.317 5.317 5.220 5.254
PP 5.191 5.191 5.191 5.160
S1 5.072 5.072 5.176 5.009
S2 4.946 4.946 5.153
S3 4.701 4.827 5.131
S4 4.456 4.582 5.063
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.906 5.759 5.239
R3 5.648 5.501 5.168
R2 5.390 5.390 5.144
R1 5.243 5.243 5.121 5.188
PP 5.132 5.132 5.132 5.104
S1 4.985 4.985 5.073 4.930
S2 4.874 4.874 5.050
S3 4.616 4.727 5.026
S4 4.358 4.469 4.955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.310 4.976 0.334 6.4% 0.237 4.6% 66% True False 4,610
10 5.450 4.976 0.474 9.1% 0.204 3.9% 47% False False 4,114
20 6.784 4.976 1.808 34.8% 0.213 4.1% 12% False False 3,865
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 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.351
2.618 5.951
1.618 5.706
1.000 5.555
0.618 5.461
HIGH 5.310
0.618 5.216
0.500 5.188
0.382 5.159
LOW 5.065
0.618 4.914
1.000 4.820
1.618 4.669
2.618 4.424
4.250 4.024
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 5.195 5.180
PP 5.191 5.161
S1 5.188 5.143

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

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