NYMEX Natural Gas Future June 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 4.582 4.816 0.234 5.1% 4.680
High 4.907 4.925 0.018 0.4% 4.891
Low 4.559 4.662 0.103 2.3% 4.607
Close 4.799 4.804 0.005 0.1% 4.689
Range 0.348 0.263 -0.085 -24.4% 0.284
ATR 0.237 0.239 0.002 0.8% 0.000
Volume 5,246 4,601 -645 -12.3% 13,827
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.586 5.458 4.949
R3 5.323 5.195 4.876
R2 5.060 5.060 4.852
R1 4.932 4.932 4.828 4.865
PP 4.797 4.797 4.797 4.763
S1 4.669 4.669 4.780 4.602
S2 4.534 4.534 4.756
S3 4.271 4.406 4.732
S4 4.008 4.143 4.659
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.581 5.419 4.845
R3 5.297 5.135 4.767
R2 5.013 5.013 4.741
R1 4.851 4.851 4.715 4.932
PP 4.729 4.729 4.729 4.770
S1 4.567 4.567 4.663 4.648
S2 4.445 4.445 4.637
S3 4.161 4.283 4.611
S4 3.877 3.999 4.533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.925 4.559 0.366 7.6% 0.259 5.4% 67% True False 3,868
10 5.050 4.559 0.491 10.2% 0.219 4.6% 50% False False 3,179
20 6.413 4.559 1.854 38.6% 0.226 4.7% 13% False False 2,738
40 6.413 4.559 1.854 38.6% 0.215 4.5% 13% False False 2,086
60 7.550 4.559 2.991 62.3% 0.225 4.7% 8% False False 1,821
80 7.599 4.559 3.040 63.3% 0.221 4.6% 8% False False 1,670
100 8.545 4.559 3.986 83.0% 0.222 4.6% 6% False False 1,514
120 9.170 4.559 4.611 96.0% 0.224 4.7% 5% False False 1,363
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 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.043
2.618 5.614
1.618 5.351
1.000 5.188
0.618 5.088
HIGH 4.925
0.618 4.825
0.500 4.794
0.382 4.762
LOW 4.662
0.618 4.499
1.000 4.399
1.618 4.236
2.618 3.973
4.250 3.544
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 4.801 4.783
PP 4.797 4.763
S1 4.794 4.742

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

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