NYMEX Natural Gas Future December 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 6.330 6.320 -0.010 -0.2% 6.225
High 6.330 6.420 0.090 1.4% 6.429
Low 6.200 6.316 0.116 1.9% 6.225
Close 6.300 6.372 0.072 1.1% 6.272
Range 0.130 0.104 -0.026 -20.0% 0.204
ATR 0.186 0.182 -0.005 -2.5% 0.000
Volume 2,102 2,231 129 6.1% 5,697
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.681 6.631 6.429
R3 6.577 6.527 6.401
R2 6.473 6.473 6.391
R1 6.423 6.423 6.382 6.448
PP 6.369 6.369 6.369 6.382
S1 6.319 6.319 6.362 6.344
S2 6.265 6.265 6.353
S3 6.161 6.215 6.343
S4 6.057 6.111 6.315
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.921 6.800 6.384
R3 6.717 6.596 6.328
R2 6.513 6.513 6.309
R1 6.392 6.392 6.291 6.453
PP 6.309 6.309 6.309 6.339
S1 6.188 6.188 6.253 6.249
S2 6.105 6.105 6.235
S3 5.901 5.984 6.216
S4 5.697 5.780 6.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.420 6.200 0.220 3.5% 0.141 2.2% 78% True False 1,697
10 6.464 6.200 0.264 4.1% 0.152 2.4% 65% False False 1,656
20 7.500 6.200 1.300 20.4% 0.173 2.7% 13% False False 1,194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.019
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.862
2.618 6.692
1.618 6.588
1.000 6.524
0.618 6.484
HIGH 6.420
0.618 6.380
0.500 6.368
0.382 6.356
LOW 6.316
0.618 6.252
1.000 6.212
1.618 6.148
2.618 6.044
4.250 5.874
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 6.371 6.351
PP 6.369 6.331
S1 6.368 6.310

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

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