NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 5.150 5.044 -0.106 -2.1% 4.815
High 5.212 5.285 0.073 1.4% 5.285
Low 5.010 5.007 -0.003 -0.1% 4.795
Close 5.125 5.243 0.118 2.3% 5.243
Range 0.202 0.278 0.076 37.6% 0.490
ATR 0.214 0.219 0.005 2.1% 0.000
Volume 1,112 2,604 1,492 134.2% 8,701
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.012 5.906 5.396
R3 5.734 5.628 5.319
R2 5.456 5.456 5.294
R1 5.350 5.350 5.268 5.403
PP 5.178 5.178 5.178 5.205
S1 5.072 5.072 5.218 5.125
S2 4.900 4.900 5.192
S3 4.622 4.794 5.167
S4 4.344 4.516 5.090
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.578 6.400 5.513
R3 6.088 5.910 5.378
R2 5.598 5.598 5.333
R1 5.420 5.420 5.288 5.509
PP 5.108 5.108 5.108 5.152
S1 4.930 4.930 5.198 5.019
S2 4.618 4.618 5.153
S3 4.128 4.440 5.108
S4 3.638 3.950 4.974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.285 4.795 0.490 9.3% 0.230 4.4% 91% True False 1,740
10 5.285 4.795 0.490 9.3% 0.206 3.9% 91% True False 1,481
20 6.077 4.795 1.282 24.5% 0.204 3.9% 35% False False 1,212
40 6.619 4.795 1.824 34.8% 0.200 3.8% 25% False False 999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.467
2.618 6.013
1.618 5.735
1.000 5.563
0.618 5.457
HIGH 5.285
0.618 5.179
0.500 5.146
0.382 5.113
LOW 5.007
0.618 4.835
1.000 4.729
1.618 4.557
2.618 4.279
4.250 3.826
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 5.211 5.211
PP 5.178 5.178
S1 5.146 5.146

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

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