NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 4.836 4.890 0.054 1.1% 4.680
High 4.969 4.988 0.019 0.4% 4.891
Low 4.794 4.800 0.006 0.1% 4.607
Close 4.873 4.904 0.031 0.6% 4.689
Range 0.175 0.188 0.013 7.4% 0.284
ATR 0.234 0.231 -0.003 -1.4% 0.000
Volume 5,642 3,485 -2,157 -38.2% 13,827
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.461 5.371 5.007
R3 5.273 5.183 4.956
R2 5.085 5.085 4.938
R1 4.995 4.995 4.921 5.040
PP 4.897 4.897 4.897 4.920
S1 4.807 4.807 4.887 4.852
S2 4.709 4.709 4.870
S3 4.521 4.619 4.852
S4 4.333 4.431 4.801
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 4.988 4.559 0.429 8.7% 0.242 4.9% 80% True False 4,378
10 4.988 4.559 0.429 8.7% 0.218 4.5% 80% True False 3,644
20 6.137 4.559 1.578 32.2% 0.218 4.5% 22% False False 3,011
40 6.413 4.559 1.854 37.8% 0.215 4.4% 19% False False 2,232
60 7.532 4.559 2.973 60.6% 0.224 4.6% 12% False False 1,940
80 7.599 4.559 3.040 62.0% 0.221 4.5% 11% False False 1,764
100 8.545 4.559 3.986 81.3% 0.222 4.5% 9% False False 1,592
120 9.114 4.559 4.555 92.9% 0.221 4.5% 8% False False 1,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.787
2.618 5.480
1.618 5.292
1.000 5.176
0.618 5.104
HIGH 4.988
0.618 4.916
0.500 4.894
0.382 4.872
LOW 4.800
0.618 4.684
1.000 4.612
1.618 4.496
2.618 4.308
4.250 4.001
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 4.901 4.878
PP 4.897 4.851
S1 4.894 4.825

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

View Archives - Comment on this page... - Back to Index of Symbols