NYMEX Natural Gas Future September 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 5.115 5.201 0.086 1.7% 4.948
High 5.229 5.253 0.024 0.5% 5.150
Low 5.085 5.105 0.020 0.4% 4.895
Close 5.149 5.172 0.023 0.4% 4.970
Range 0.144 0.148 0.004 2.8% 0.255
ATR 0.218 0.213 -0.005 -2.3% 0.000
Volume 1,244 759 -485 -39.0% 5,398
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.621 5.544 5.253
R3 5.473 5.396 5.213
R2 5.325 5.325 5.199
R1 5.248 5.248 5.186 5.213
PP 5.177 5.177 5.177 5.159
S1 5.100 5.100 5.158 5.065
S2 5.029 5.029 5.145
S3 4.881 4.952 5.131
S4 4.733 4.804 5.091
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 5.253 4.875 0.378 7.3% 0.199 3.9% 79% True False 1,078
10 5.253 4.875 0.378 7.3% 0.190 3.7% 79% True False 1,065
20 6.401 4.875 1.526 29.5% 0.197 3.8% 19% False False 1,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.882
2.618 5.640
1.618 5.492
1.000 5.401
0.618 5.344
HIGH 5.253
0.618 5.196
0.500 5.179
0.382 5.162
LOW 5.105
0.618 5.014
1.000 4.957
1.618 4.866
2.618 4.718
4.250 4.476
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 5.179 5.148
PP 5.177 5.123
S1 5.174 5.099

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

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