NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 5.035 4.950 -0.085 -1.7% 4.820
High 5.070 5.113 0.043 0.8% 5.012
Low 4.798 4.949 0.151 3.1% 4.731
Close 4.944 5.015 0.071 1.4% 4.819
Range 0.272 0.164 -0.108 -39.7% 0.281
ATR 0.228 0.224 -0.004 -1.9% 0.000
Volume 5,040 4,034 -1,006 -20.0% 10,663
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.518 5.430 5.105
R3 5.354 5.266 5.060
R2 5.190 5.190 5.045
R1 5.102 5.102 5.030 5.146
PP 5.026 5.026 5.026 5.048
S1 4.938 4.938 5.000 4.982
S2 4.862 4.862 4.985
S3 4.698 4.774 4.970
S4 4.534 4.610 4.925
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 5.113 4.707 0.406 8.1% 0.245 4.9% 76% True False 3,765
10 5.113 4.707 0.406 8.1% 0.214 4.3% 76% True False 2,786
20 6.390 4.707 1.683 33.6% 0.214 4.3% 18% False False 2,268
40 6.521 4.707 1.814 36.2% 0.204 4.1% 17% False False 1,807
60 7.670 4.707 2.963 59.1% 0.212 4.2% 10% False False 1,593
80 7.708 4.707 3.001 59.8% 0.209 4.2% 10% False False 1,430
100 8.598 4.707 3.891 77.6% 0.211 4.2% 8% False False 1,287
120 9.240 4.707 4.533 90.4% 0.211 4.2% 7% False False 1,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 5.810
2.618 5.542
1.618 5.378
1.000 5.277
0.618 5.214
HIGH 5.113
0.618 5.050
0.500 5.031
0.382 5.012
LOW 4.949
0.618 4.848
1.000 4.785
1.618 4.684
2.618 4.520
4.250 4.252
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 5.031 4.980
PP 5.026 4.945
S1 5.020 4.910

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

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