NYMEX Natural Gas Future September 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 5.124 5.115 -0.009 -0.2% 4.948
High 5.150 5.229 0.079 1.5% 5.150
Low 4.944 5.085 0.141 2.9% 4.895
Close 5.080 5.149 0.069 1.4% 4.970
Range 0.206 0.144 -0.062 -30.1% 0.255
ATR 0.223 0.218 -0.005 -2.4% 0.000
Volume 1,294 1,244 -50 -3.9% 5,398
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.586 5.512 5.228
R3 5.442 5.368 5.189
R2 5.298 5.298 5.175
R1 5.224 5.224 5.162 5.261
PP 5.154 5.154 5.154 5.173
S1 5.080 5.080 5.136 5.117
S2 5.010 5.010 5.123
S3 4.866 4.936 5.109
S4 4.722 4.792 5.070
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 5.229 4.875 0.354 6.9% 0.213 4.1% 77% True False 1,194
10 5.229 4.875 0.354 6.9% 0.193 3.8% 77% True False 1,102
20 6.480 4.875 1.605 31.2% 0.198 3.9% 17% False False 997
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 0.030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.841
2.618 5.606
1.618 5.462
1.000 5.373
0.618 5.318
HIGH 5.229
0.618 5.174
0.500 5.157
0.382 5.140
LOW 5.085
0.618 4.996
1.000 4.941
1.618 4.852
2.618 4.708
4.250 4.473
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 5.157 5.117
PP 5.154 5.084
S1 5.152 5.052

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

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