NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 5.079 4.815 -0.264 -5.2% 4.930
High 5.079 5.120 0.041 0.8% 5.098
Low 4.874 4.795 -0.079 -1.6% 4.829
Close 4.914 5.017 0.103 2.1% 4.914
Range 0.205 0.325 0.120 58.5% 0.269
ATR 0.213 0.221 0.008 3.8% 0.000
Volume 1,437 1,395 -42 -2.9% 6,115
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.952 5.810 5.196
R3 5.627 5.485 5.106
R2 5.302 5.302 5.077
R1 5.160 5.160 5.047 5.231
PP 4.977 4.977 4.977 5.013
S1 4.835 4.835 4.987 4.906
S2 4.652 4.652 4.957
S3 4.327 4.510 4.928
S4 4.002 4.185 4.838
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.754 5.603 5.062
R3 5.485 5.334 4.988
R2 5.216 5.216 4.963
R1 5.065 5.065 4.939 5.006
PP 4.947 4.947 4.947 4.918
S1 4.796 4.796 4.889 4.737
S2 4.678 4.678 4.865
S3 4.409 4.527 4.840
S4 4.140 4.258 4.766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.120 4.795 0.325 6.5% 0.214 4.3% 68% True True 1,365
10 5.285 4.795 0.490 9.8% 0.199 4.0% 45% False True 1,035
20 6.619 4.795 1.824 36.4% 0.214 4.3% 12% False True 987
40 6.760 4.795 1.965 39.2% 0.198 4.0% 11% False True 935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.501
2.618 5.971
1.618 5.646
1.000 5.445
0.618 5.321
HIGH 5.120
0.618 4.996
0.500 4.958
0.382 4.919
LOW 4.795
0.618 4.594
1.000 4.470
1.618 4.269
2.618 3.944
4.250 3.414
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 4.997 4.997
PP 4.977 4.977
S1 4.958 4.958

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

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