NYMEX Natural Gas Future July 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 5.115 5.225 0.110 2.2% 4.749
High 5.280 5.269 -0.011 -0.2% 5.186
Low 5.055 4.961 -0.094 -1.9% 4.707
Close 5.216 4.983 -0.233 -4.5% 5.161
Range 0.225 0.308 0.083 36.9% 0.479
ATR 0.224 0.230 0.006 2.7% 0.000
Volume 3,889 3,006 -883 -22.7% 20,059
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.995 5.797 5.152
R3 5.687 5.489 5.068
R2 5.379 5.379 5.039
R1 5.181 5.181 5.011 5.126
PP 5.071 5.071 5.071 5.044
S1 4.873 4.873 4.955 4.818
S2 4.763 4.763 4.927
S3 4.455 4.565 4.898
S4 4.147 4.257 4.814
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.455 6.287 5.424
R3 5.976 5.808 5.293
R2 5.497 5.497 5.249
R1 5.329 5.329 5.205 5.413
PP 5.018 5.018 5.018 5.060
S1 4.850 4.850 5.117 4.934
S2 4.539 4.539 5.073
S3 4.060 4.371 5.029
S4 3.581 3.892 4.898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.280 4.922 0.358 7.2% 0.230 4.6% 17% False False 3,562
10 5.280 4.707 0.573 11.5% 0.241 4.8% 48% False False 3,454
20 5.800 4.707 1.093 21.9% 0.208 4.2% 25% False False 2,621
40 6.521 4.707 1.814 36.4% 0.211 4.2% 15% False False 1,964
60 7.121 4.707 2.414 48.4% 0.213 4.3% 11% False False 1,770
80 7.708 4.707 3.001 60.2% 0.214 4.3% 9% False False 1,561
100 8.598 4.707 3.891 78.1% 0.211 4.2% 7% False False 1,410
120 9.240 4.707 4.533 91.0% 0.213 4.3% 6% False False 1,263
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 0.052
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.578
2.618 6.075
1.618 5.767
1.000 5.577
0.618 5.459
HIGH 5.269
0.618 5.151
0.500 5.115
0.382 5.079
LOW 4.961
0.618 4.771
1.000 4.653
1.618 4.463
2.618 4.155
4.250 3.652
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 5.115 5.101
PP 5.071 5.062
S1 5.027 5.022

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

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