NYMEX Natural Gas Future August 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 5.070 5.150 0.080 1.6% 4.930
High 5.181 5.212 0.031 0.6% 5.098
Low 5.043 5.010 -0.033 -0.7% 4.829
Close 5.101 5.125 0.024 0.5% 4.914
Range 0.138 0.202 0.064 46.4% 0.269
ATR 0.215 0.214 -0.001 -0.4% 0.000
Volume 1,901 1,112 -789 -41.5% 6,115
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.722 5.625 5.236
R3 5.520 5.423 5.181
R2 5.318 5.318 5.162
R1 5.221 5.221 5.144 5.169
PP 5.116 5.116 5.116 5.089
S1 5.019 5.019 5.106 4.967
S2 4.914 4.914 5.088
S3 4.712 4.817 5.069
S4 4.510 4.615 5.014
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 5.212 4.795 0.417 8.1% 0.216 4.2% 79% True False 1,506
10 5.212 4.795 0.417 8.1% 0.200 3.9% 79% True False 1,302
20 6.344 4.795 1.549 30.2% 0.208 4.1% 21% False False 1,116
40 6.619 4.795 1.824 35.6% 0.197 3.8% 18% False False 949
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.071
2.618 5.741
1.618 5.539
1.000 5.414
0.618 5.337
HIGH 5.212
0.618 5.135
0.500 5.111
0.382 5.087
LOW 5.010
0.618 4.885
1.000 4.808
1.618 4.683
2.618 4.481
4.250 4.152
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 5.120 5.102
PP 5.116 5.078
S1 5.111 5.055

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

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