NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 4.935 4.749 -0.186 -3.8% 4.820
High 5.002 5.036 0.034 0.7% 5.012
Low 4.775 4.707 -0.068 -1.4% 4.731
Close 4.819 4.929 0.110 2.3% 4.819
Range 0.227 0.329 0.102 44.9% 0.281
ATR 0.217 0.225 0.008 3.7% 0.000
Volume 4,018 4,103 85 2.1% 10,663
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.878 5.732 5.110
R3 5.549 5.403 5.019
R2 5.220 5.220 4.989
R1 5.074 5.074 4.959 5.147
PP 4.891 4.891 4.891 4.927
S1 4.745 4.745 4.899 4.818
S2 4.562 4.562 4.869
S3 4.233 4.416 4.839
S4 3.904 4.087 4.748
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.697 5.539 4.974
R3 5.416 5.258 4.896
R2 5.135 5.135 4.871
R1 4.977 4.977 4.845 4.916
PP 4.854 4.854 4.854 4.823
S1 4.696 4.696 4.793 4.635
S2 4.573 4.573 4.767
S3 4.292 4.415 4.742
S4 4.011 4.134 4.664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.036 4.707 0.329 6.7% 0.223 4.5% 67% True True 2,719
10 5.168 4.707 0.461 9.4% 0.201 4.1% 48% False True 2,087
20 6.521 4.707 1.814 36.8% 0.217 4.4% 12% False True 1,943
40 6.640 4.707 1.933 39.2% 0.204 4.1% 11% False True 1,677
60 7.700 4.707 2.993 60.7% 0.213 4.3% 7% False True 1,478
80 7.708 4.707 3.001 60.9% 0.208 4.2% 7% False True 1,352
100 8.598 4.707 3.891 78.9% 0.210 4.3% 6% False True 1,210
120 9.250 4.707 4.543 92.2% 0.212 4.3% 5% False True 1,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.434
2.618 5.897
1.618 5.568
1.000 5.365
0.618 5.239
HIGH 5.036
0.618 4.910
0.500 4.872
0.382 4.833
LOW 4.707
0.618 4.504
1.000 4.378
1.618 4.175
2.618 3.846
4.250 3.309
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 4.910 4.910
PP 4.891 4.891
S1 4.872 4.872

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

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