NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 4.875 5.124 0.249 5.1% 4.948
High 5.160 5.150 -0.010 -0.2% 5.150
Low 4.875 4.944 0.069 1.4% 4.895
Close 5.067 5.080 0.013 0.3% 4.970
Range 0.285 0.206 -0.079 -27.7% 0.255
ATR 0.225 0.223 -0.001 -0.6% 0.000
Volume 1,008 1,294 286 28.4% 5,398
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.676 5.584 5.193
R3 5.470 5.378 5.137
R2 5.264 5.264 5.118
R1 5.172 5.172 5.099 5.115
PP 5.058 5.058 5.058 5.030
S1 4.966 4.966 5.061 4.909
S2 4.852 4.852 5.042
S3 4.646 4.760 5.023
S4 4.440 4.554 4.967
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.770 5.625 5.110
R3 5.515 5.370 5.040
R2 5.260 5.260 5.017
R1 5.115 5.115 4.993 5.188
PP 5.005 5.005 5.005 5.041
S1 4.860 4.860 4.947 4.933
S2 4.750 4.750 4.923
S3 4.495 4.605 4.900
S4 4.240 4.350 4.830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.160 4.875 0.285 5.6% 0.223 4.4% 72% False False 1,221
10 5.329 4.875 0.454 8.9% 0.193 3.8% 45% False False 1,038
20 6.665 4.875 1.790 35.2% 0.204 4.0% 11% False False 967
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.026
2.618 5.689
1.618 5.483
1.000 5.356
0.618 5.277
HIGH 5.150
0.618 5.071
0.500 5.047
0.382 5.023
LOW 4.944
0.618 4.817
1.000 4.738
1.618 4.611
2.618 4.405
4.250 4.069
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 5.069 5.059
PP 5.058 5.038
S1 5.047 5.018

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

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