NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 5.240 5.235 -0.005 -0.1% 5.110
High 5.310 5.362 0.052 1.0% 5.278
Low 5.065 5.210 0.145 2.9% 5.020
Close 5.198 5.267 0.069 1.3% 5.097
Range 0.245 0.152 -0.093 -38.0% 0.258
ATR 0.227 0.223 -0.005 -2.0% 0.000
Volume 6,470 5,667 -803 -12.4% 18,788
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.736 5.653 5.351
R3 5.584 5.501 5.309
R2 5.432 5.432 5.295
R1 5.349 5.349 5.281 5.391
PP 5.280 5.280 5.280 5.300
S1 5.197 5.197 5.253 5.239
S2 5.128 5.128 5.239
S3 4.976 5.045 5.225
S4 4.824 4.893 5.183
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 5.362 4.976 0.386 7.3% 0.227 4.3% 75% True False 4,779
10 5.380 4.976 0.404 7.7% 0.205 3.9% 72% False False 4,454
20 6.593 4.976 1.617 30.7% 0.207 3.9% 18% False False 3,943
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.041
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.008
2.618 5.760
1.618 5.608
1.000 5.514
0.618 5.456
HIGH 5.362
0.618 5.304
0.500 5.286
0.382 5.268
LOW 5.210
0.618 5.116
1.000 5.058
1.618 4.964
2.618 4.812
4.250 4.564
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 5.286 5.234
PP 5.280 5.202
S1 5.273 5.169

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

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