NYMEX Natural Gas Future August 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 5.021 5.070 0.049 1.0% 4.930
High 5.105 5.181 0.076 1.5% 5.098
Low 4.897 5.043 0.146 3.0% 4.829
Close 5.032 5.101 0.069 1.4% 4.914
Range 0.208 0.138 -0.070 -33.7% 0.269
ATR 0.220 0.215 -0.005 -2.3% 0.000
Volume 1,689 1,901 212 12.6% 6,115
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.522 5.450 5.177
R3 5.384 5.312 5.139
R2 5.246 5.246 5.126
R1 5.174 5.174 5.114 5.210
PP 5.108 5.108 5.108 5.127
S1 5.036 5.036 5.088 5.072
S2 4.970 4.970 5.076
S3 4.832 4.898 5.063
S4 4.694 4.760 5.025
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 5.181 4.795 0.386 7.6% 0.220 4.3% 79% True False 1,633
10 5.195 4.795 0.400 7.8% 0.203 4.0% 77% False False 1,268
20 6.430 4.795 1.635 32.1% 0.206 4.0% 19% False False 1,087
40 6.619 4.795 1.824 35.8% 0.196 3.8% 17% False False 942
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 0.037
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.768
2.618 5.542
1.618 5.404
1.000 5.319
0.618 5.266
HIGH 5.181
0.618 5.128
0.500 5.112
0.382 5.096
LOW 5.043
0.618 4.958
1.000 4.905
1.618 4.820
2.618 4.682
4.250 4.457
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 5.112 5.063
PP 5.108 5.026
S1 5.105 4.988

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

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