NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 4.927 4.938 0.011 0.2% 4.582
High 5.068 5.140 0.072 1.4% 5.068
Low 4.784 4.917 0.133 2.8% 4.559
Close 5.030 5.081 0.051 1.0% 5.030
Range 0.284 0.223 -0.061 -21.5% 0.509
ATR 0.235 0.234 -0.001 -0.4% 0.000
Volume 4,257 4,558 301 7.1% 23,231
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.715 5.621 5.204
R3 5.492 5.398 5.142
R2 5.269 5.269 5.122
R1 5.175 5.175 5.101 5.222
PP 5.046 5.046 5.046 5.070
S1 4.952 4.952 5.061 4.999
S2 4.823 4.823 5.040
S3 4.600 4.729 5.020
S4 4.377 4.506 4.958
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.413 6.230 5.310
R3 5.904 5.721 5.170
R2 5.395 5.395 5.123
R1 5.212 5.212 5.077 5.304
PP 4.886 4.886 4.886 4.931
S1 4.703 4.703 4.983 4.795
S2 4.377 4.377 4.937
S3 3.868 4.194 4.890
S4 3.359 3.685 4.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.140 4.662 0.478 9.4% 0.227 4.5% 88% True False 4,508
10 5.140 4.559 0.581 11.4% 0.229 4.5% 90% True False 3,909
20 5.824 4.559 1.265 24.9% 0.216 4.3% 41% False False 3,219
40 6.413 4.559 1.854 36.5% 0.219 4.3% 28% False False 2,357
60 7.028 4.559 2.469 48.6% 0.223 4.4% 21% False False 2,063
80 7.599 4.559 3.040 59.8% 0.224 4.4% 17% False False 1,837
100 8.545 4.559 3.986 78.4% 0.222 4.4% 13% False False 1,669
120 9.114 4.559 4.555 89.6% 0.223 4.4% 11% False False 1,473
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 0.062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.088
2.618 5.724
1.618 5.501
1.000 5.363
0.618 5.278
HIGH 5.140
0.618 5.055
0.500 5.029
0.382 5.002
LOW 4.917
0.618 4.779
1.000 4.694
1.618 4.556
2.618 4.333
4.250 3.969
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 5.064 5.041
PP 5.046 5.002
S1 5.029 4.962

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

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