NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 4.749 5.035 0.286 6.0% 4.820
High 5.036 5.070 0.034 0.7% 5.012
Low 4.707 4.798 0.091 1.9% 4.731
Close 4.929 4.944 0.015 0.3% 4.819
Range 0.329 0.272 -0.057 -17.3% 0.281
ATR 0.225 0.228 0.003 1.5% 0.000
Volume 4,103 5,040 937 22.8% 10,663
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.753 5.621 5.094
R3 5.481 5.349 5.019
R2 5.209 5.209 4.994
R1 5.077 5.077 4.969 5.007
PP 4.937 4.937 4.937 4.903
S1 4.805 4.805 4.919 4.735
S2 4.665 4.665 4.894
S3 4.393 4.533 4.869
S4 4.121 4.261 4.794
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 5.070 4.707 0.363 7.3% 0.253 5.1% 65% True False 3,346
10 5.168 4.707 0.461 9.3% 0.212 4.3% 51% False False 2,483
20 6.521 4.707 1.814 36.7% 0.219 4.4% 13% False False 2,154
40 6.521 4.707 1.814 36.7% 0.204 4.1% 13% False False 1,750
60 7.670 4.707 2.963 59.9% 0.214 4.3% 8% False False 1,540
80 7.708 4.707 3.001 60.7% 0.209 4.2% 8% False False 1,393
100 8.598 4.707 3.891 78.7% 0.211 4.3% 6% False False 1,249
120 9.250 4.707 4.543 91.9% 0.213 4.3% 5% False False 1,137
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 0.051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.226
2.618 5.782
1.618 5.510
1.000 5.342
0.618 5.238
HIGH 5.070
0.618 4.966
0.500 4.934
0.382 4.902
LOW 4.798
0.618 4.630
1.000 4.526
1.618 4.358
2.618 4.086
4.250 3.642
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 4.941 4.926
PP 4.937 4.907
S1 4.934 4.889

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

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