NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 4.938 5.090 0.152 3.1% 4.582
High 5.140 5.132 -0.008 -0.2% 5.068
Low 4.917 4.822 -0.095 -1.9% 4.559
Close 5.081 4.840 -0.241 -4.7% 5.030
Range 0.223 0.310 0.087 39.0% 0.509
ATR 0.234 0.239 0.005 2.3% 0.000
Volume 4,558 3,560 -998 -21.9% 23,231
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.861 5.661 5.011
R3 5.551 5.351 4.925
R2 5.241 5.241 4.897
R1 5.041 5.041 4.868 4.986
PP 4.931 4.931 4.931 4.904
S1 4.731 4.731 4.812 4.676
S2 4.621 4.621 4.783
S3 4.311 4.421 4.755
S4 4.001 4.111 4.670
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 4.784 0.356 7.4% 0.236 4.9% 16% False False 4,300
10 5.140 4.559 0.581 12.0% 0.248 5.1% 48% False False 4,084
20 5.665 4.559 1.106 22.9% 0.222 4.6% 25% False False 3,247
40 6.413 4.559 1.854 38.3% 0.222 4.6% 15% False False 2,402
60 6.995 4.559 2.436 50.3% 0.222 4.6% 12% False False 2,108
80 7.599 4.559 3.040 62.8% 0.226 4.7% 9% False False 1,872
100 8.545 4.559 3.986 82.4% 0.223 4.6% 7% False False 1,700
120 9.114 4.559 4.555 94.1% 0.224 4.6% 6% False False 1,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.061
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.450
2.618 5.944
1.618 5.634
1.000 5.442
0.618 5.324
HIGH 5.132
0.618 5.014
0.500 4.977
0.382 4.940
LOW 4.822
0.618 4.630
1.000 4.512
1.618 4.320
2.618 4.010
4.250 3.505
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 4.977 4.962
PP 4.931 4.921
S1 4.886 4.881

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

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