NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 4.950 5.087 0.137 2.8% 4.820
High 5.113 5.123 0.010 0.2% 5.012
Low 4.949 4.935 -0.014 -0.3% 4.731
Close 5.015 5.037 0.022 0.4% 4.819
Range 0.164 0.188 0.024 14.6% 0.281
ATR 0.224 0.221 -0.003 -1.1% 0.000
Volume 4,034 2,814 -1,220 -30.2% 10,663
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.596 5.504 5.140
R3 5.408 5.316 5.089
R2 5.220 5.220 5.071
R1 5.128 5.128 5.054 5.080
PP 5.032 5.032 5.032 5.008
S1 4.940 4.940 5.020 4.892
S2 4.844 4.844 5.003
S3 4.656 4.752 4.985
S4 4.468 4.564 4.934
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 5.123 4.707 0.416 8.3% 0.236 4.7% 79% True False 4,001
10 5.123 4.707 0.416 8.3% 0.209 4.2% 79% True False 2,843
20 6.295 4.707 1.588 31.5% 0.212 4.2% 21% False False 2,348
40 6.521 4.707 1.814 36.0% 0.204 4.1% 18% False False 1,849
60 7.670 4.707 2.963 58.8% 0.214 4.2% 11% False False 1,622
80 7.708 4.707 3.001 59.6% 0.209 4.2% 11% False False 1,455
100 8.598 4.707 3.891 77.2% 0.211 4.2% 8% False False 1,313
120 9.240 4.707 4.533 90.0% 0.210 4.2% 7% False False 1,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.922
2.618 5.615
1.618 5.427
1.000 5.311
0.618 5.239
HIGH 5.123
0.618 5.051
0.500 5.029
0.382 5.007
LOW 4.935
0.618 4.819
1.000 4.747
1.618 4.631
2.618 4.443
4.250 4.136
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 5.034 5.012
PP 5.032 4.986
S1 5.029 4.961

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

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