NYMEX Natural Gas Future June 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 4.816 4.836 0.020 0.4% 4.680
High 4.925 4.969 0.044 0.9% 4.891
Low 4.662 4.794 0.132 2.8% 4.607
Close 4.804 4.873 0.069 1.4% 4.689
Range 0.263 0.175 -0.088 -33.5% 0.284
ATR 0.239 0.234 -0.005 -1.9% 0.000
Volume 4,601 5,642 1,041 22.6% 13,827
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.404 5.313 4.969
R3 5.229 5.138 4.921
R2 5.054 5.054 4.905
R1 4.963 4.963 4.889 5.009
PP 4.879 4.879 4.879 4.901
S1 4.788 4.788 4.857 4.834
S2 4.704 4.704 4.841
S3 4.529 4.613 4.825
S4 4.354 4.438 4.777
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 4.969 4.559 0.410 8.4% 0.252 5.2% 77% True False 4,337
10 4.969 4.559 0.410 8.4% 0.222 4.6% 77% True False 3,609
20 6.278 4.559 1.719 35.3% 0.221 4.5% 18% False False 2,891
40 6.413 4.559 1.854 38.0% 0.215 4.4% 17% False False 2,183
60 7.532 4.559 2.973 61.0% 0.223 4.6% 11% False False 1,902
80 7.599 4.559 3.040 62.4% 0.221 4.5% 10% False False 1,728
100 8.545 4.559 3.986 81.8% 0.222 4.6% 8% False False 1,561
120 9.114 4.559 4.555 93.5% 0.222 4.5% 7% False False 1,404
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 0.047
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.713
2.618 5.427
1.618 5.252
1.000 5.144
0.618 5.077
HIGH 4.969
0.618 4.902
0.500 4.882
0.382 4.861
LOW 4.794
0.618 4.686
1.000 4.619
1.618 4.511
2.618 4.336
4.250 4.050
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 4.882 4.837
PP 4.879 4.800
S1 4.876 4.764

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

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