NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 5.225 5.042 -0.183 -3.5% 4.749
High 5.269 5.126 -0.143 -2.7% 5.186
Low 4.961 4.886 -0.075 -1.5% 4.707
Close 4.983 4.953 -0.030 -0.6% 5.161
Range 0.308 0.240 -0.068 -22.1% 0.479
ATR 0.230 0.231 0.001 0.3% 0.000
Volume 3,006 2,926 -80 -2.7% 20,059
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.708 5.571 5.085
R3 5.468 5.331 5.019
R2 5.228 5.228 4.997
R1 5.091 5.091 4.975 5.040
PP 4.988 4.988 4.988 4.963
S1 4.851 4.851 4.931 4.800
S2 4.748 4.748 4.909
S3 4.508 4.611 4.887
S4 4.268 4.371 4.821
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 4.886 0.394 8.0% 0.245 4.9% 17% False True 3,340
10 5.280 4.707 0.573 11.6% 0.245 4.9% 43% False False 3,553
20 5.600 4.707 0.893 18.0% 0.207 4.2% 28% False False 2,687
40 6.521 4.707 1.814 36.6% 0.214 4.3% 14% False False 2,008
60 7.121 4.707 2.414 48.7% 0.212 4.3% 10% False False 1,801
80 7.708 4.707 3.001 60.6% 0.216 4.4% 8% False False 1,590
100 8.598 4.707 3.891 78.6% 0.210 4.2% 6% False False 1,423
120 9.240 4.707 4.533 91.5% 0.214 4.3% 5% False False 1,275
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 6.146
2.618 5.754
1.618 5.514
1.000 5.366
0.618 5.274
HIGH 5.126
0.618 5.034
0.500 5.006
0.382 4.978
LOW 4.886
0.618 4.738
1.000 4.646
1.618 4.498
2.618 4.258
4.250 3.866
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 5.006 5.083
PP 4.988 5.040
S1 4.971 4.996

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

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